Related papers: Group Invariance and Computational Sufficiency
This paper presents evidence for the idea that much of artificial intelligence, human perception and cognition, mainstream computing, and mathematics, may be understood as compression of information via the matching and unification of…
We study the problem of determining what data is required to solve a decision-making task when only partial information about the state of the world is available. Focusing on linear programs, we introduce a decision-focused notion of data…
Ensuring that analyses performed on a dataset are representative of the entire population is one of the central problems in statistics. Most classical techniques assume that the dataset is independent of the analyst's query and break down…
Data pruning is the problem of identifying a core subset that is most beneficial to training and discarding the remainder. While pruning strategies are well studied for discriminative models like those used in classification, little…
We provide another look at the statistical calibration problem in computer models. This viewpoint is inspired by two overarching practical considerations of computer models: (i) many computer models are inadequate for perfectly modeling…
It is well-known that the statistical performance of Lasso can suffer significantly when the covariates of interest have strong correlations. In particular, the prediction error of Lasso becomes much worse than computationally inefficient…
The increased availability of massive data sets provides a unique opportunity to discover subtle patterns in their distributions, but also imposes overwhelming computational challenges. To fully utilize the information contained in big…
A central issue of many statistical learning problems is to select an appropriate model from a set of candidate models. Large models tend to inflate the variance (or overfitting), while small models tend to cause biases (or underfitting)…
In scientific inference problems, the underlying statistical modeling assumptions have a crucial impact on the end results. There exist, however, only a few automatic means for validating these fundamental modelling assumptions. The…
Local explanation frameworks aim to rationalize particular decisions made by a black-box prediction model. Existing techniques are often restricted to a specific type of predictor or based on input saliency, which may be undesirably…
Scientific knowledge expands by observing the world, hypothesizing some theories about it, and testing them against collected data. When those theories take the form of statistical models, statistical analyses are involved in the process of…
We derive an information-theoretic lower bound for sample complexity in sparse recovery problems where inputs can be chosen sequentially and adaptively. This lower bound is in terms of a simple mutual information expression and unifies many…
Stochastic processes offer a flexible mathematical formalism to model and reason about systems. Most analysis tools, however, start from the premises that models are fully specified, so that any parameters controlling the system's dynamics…
What is the optimal number of independent observations from which a sparse Gaussian Graphical Model can be correctly recovered? Information-theoretic arguments provide a lower bound on the minimum number of samples necessary to perfectly…
Group or cluster structure on explanatory variables in machine learning problems is a very general phenomenon, which has attracted broad interest from practitioners and theoreticians alike. In this work we contribute an approach to sparse…
This paper presents new algorithms to solve the feature-sparsity constrained PCA problem (FSPCA), which performs feature selection and PCA simultaneously. Existing optimization methods for FSPCA require data distribution assumptions and are…
Informatics and technological advancements have triggered generation of huge volume of data with varied complexity in its management and analysis. Big Data analytics is the practice of revealing hidden aspects of such data and making…
Large-scale datasets are increasingly being used to inform decision making. While this effort aims to ground policy in real-world evidence, challenges have arisen as selection bias and other forms of distribution shifts often plague…
In the context of sparse principal component detection, we bring evidence towards the existence of a statistical price to pay for computational efficiency. We measure the performance of a test by the smallest signal strength that it can…
Performative prediction is a framework for learning models that influence the data they intend to predict. We focus on finding classifiers that are performatively stable, i.e. optimal for the data distribution they induce. Standard…