Related papers: The Holdout Randomization Test for Feature Selecti…
Modern machine learning models are highly expressive but notoriously difficult to analyze statistically. In particular, while black-box predictors can achieve strong empirical performance, they rarely provide valid hypothesis tests or…
Cross-validation is a statistical tool that can be used to improve large covariance matrix estimation. Although its efficiency is observed in practical applications and a convergence result towards the error of the non linear shrinkage is…
We consider the selection of prediction models for Markovian time series. For this purpose, we study the theoretical properties of the hold-out method. In the econometrics literature, the hold-out method is called out-of-sample and is the…
We introduce an efficient and exact algorithm, together with a faster but approximate version, which implements with a sub-quadratic complexity the hold-out derived from T-estimation. We study empirically the performance of this hold-out in…
Identifying the relevant variables for a classification model with correct confidence levels is a central but difficult task in high-dimension. Despite the core role of sparse logistic regression in statistics and machine learning, it still…
Feature selection has remained a daunting challenge in machine learning and artificial intelligence, where increasingly complex, high-dimensional datasets demand principled strategies for isolating the most informative predictors. Despite…
A predominant topic in the theory of evolutionary algorithms and, more generally, theory of randomized black-box optimization techniques is running time analysis. Running time analysis aims at understanding the performance of a given…
In many scientific problems, researchers try to relate a response variable $Y$ to a set of potential explanatory variables $X = (X_1,\dots,X_p)$, and start by trying to identify variables that contribute to this relationship. In statistical…
Machine learning algorithms for generating molecular structures offer a promising new approach to drug discovery. We cast molecular optimization as a translation problem, where the goal is to map an input compound to a target compound with…
Random testing (RT) is a black-box software testing technique that tests programs by generating random test inputs. It is a widely used technique for software quality assurance, but there has been much debate by practitioners concerning its…
This paper introduces the sequential CRT, which is a variable selection procedure that combines the conditional randomization test (CRT) and Selective SeqStep+. Valid p-values are constructed via the flexible CRT, which are then ordered and…
Statistical models for networks with complex dependencies pose particular challenges for model selection and evaluation. In particular, many well-established statistical tools for selecting between models assume conditional independence of…
Estimating predictive uncertainty is crucial for many computer vision tasks, from image classification to autonomous driving systems. Hamiltonian Monte Carlo (HMC) is an sampling method for performing Bayesian inference. On the other hand,…
Testing whether a variable of interest affects the outcome is one of the most fundamental problem in statistics and is often the main scientific question of interest. To tackle this problem, the conditional randomization test (CRT) is…
Black box variational inference allows researchers to easily prototype and evaluate an array of models. Recent advances allow such algorithms to scale to high dimensions. However, a central question remains: How to specify an expressive…
Subsampled Randomized Hadamard Transform (SRHT), a popular random projection method that can efficiently project a $d$-dimensional data into $r$-dimensional space ($r \ll d$) in $O(dlog(d))$ time, has been widely used to address the…
Switchback experiments--alternating treatment and control over time--are widely used when unit-level randomization is infeasible, outcomes are aggregated, or user interference is unavoidable. In practice, experimentation must support fast…
Reachability analysis is an important method in providing safety guarantees for systems with unknown or uncertain dynamics. Due to the computational intractability of exact reachability analysis for general nonlinear, high-dimensional…
Selecting relevant features is an important and necessary step for intelligent machines to maximize their chances of success. However, intelligent machines generally have no enough computing resources when faced with huge volume of data.…
Forward-backward selection is one of the most basic and commonly-used feature selection algorithms available. It is also general and conceptually applicable to many different types of data. In this paper, we propose a heuristic that…