Related papers: An Easy Implementation of CV-TMLE

Extreme Learning Machines (ELM) provide a fast alternative to traditional gradient-based learning in neural networks, offering rapid training and robust generalization capabilities. Its theoretical basis shows its universal approximation…

Stepped-wedge designs are increasingly used in randomized experiments to accommodate logistical and ethical constraints by staggering treatment roll-out over time. Despite their popularity, existing analytical methods largely rely on…

The conditional value-at-risk (CVaR) is a useful risk measure in fields such as machine learning, finance, insurance, energy, etc. When measuring very extreme risk, the commonly used CVaR estimation method of sample averaging does not work…

Probabilistic regression models trained with maximum likelihood estimation (MLE), can sometimes overestimate variance to an unacceptable degree. This is mostly problematic in the multivariate domain. While univariate models often optimize…

The growing use of model-selection principles in ecology for statistical inference is underpinned by information criteria (IC) and cross-validation (CV) techniques. Although IC techniques, such as Akaike's Information Criterion, have been…

When faced with a small sample from a large universe of possible outcomes, scientists often turn to the venerable Good--Turing estimator. Despite its pedigree, however, this estimator comes with considerable drawbacks, such as the need to…

Model-based reinforcement learning promises strong sample efficiency but often underperforms in practice due to compounding model error, unimodal world models that average over multi-modal dynamics, and overconfident predictions that bias…

We present an asymptotic analysis of Viterbi Training (VT) and contrast it with a more conventional Maximum Likelihood (ML) approach to parameter estimation in Hidden Markov Models. While ML estimator works by (locally) maximizing the…

Pre-trained language models (PLMs) serve as backbones for various real-world systems. For high-stake applications, it's equally essential to have reasonable confidence estimations in predictions. While the vanilla confidence scores of PLMs…

Cross-validation (CV) methods are popular for selecting the tuning parameter in the high-dimensional variable selection problem. We show the mis-alignment of the CV is one possible reason of its over-selection behavior. To fix this issue,…

In this paper, we study the trace regression when a matrix of parameters B* is estimated via the convex relaxation of a rank-regularized regression or via regularized non-convex optimization. It is known that these estimators satisfy…

Many modern machine learning tasks require models with high tail performance, i.e. high performance over the worst-off samples in the dataset. This problem has been widely studied in fields such as algorithmic fairness, class imbalance, and…

Pre-trained vision-language models (VLMs) have shown remarkable generalization capabilities via prompting, which leverages VLMs as knowledge bases to extract information beneficial for downstream tasks. However, existing methods primarily…

We present a general framework for studying regularized estimators; such estimators are pervasive in estimation problems wherein "plug-in" type estimators are either ill-defined or ill-behaved. Within this framework, we derive, under…

We study the efficiency of V-fold cross-validation (VFCV) for model selection from the non-asymptotic viewpoint, and suggest an improvement on it, which we call ``V-fold penalization''. Considering a particular (though simple) regression…

Restricted maximum likelihood (REML) estimation is a widely accepted and frequently used method for fitting linear mixed models, with its principal advantage being that it produces less biased estimates of the variance components. However,…

The Mean Teacher (MT) model of Tarvainen and Valpola has shown favorable performance on several semi-supervised benchmark datasets. MT maintains a teacher model's weights as the exponential moving average of a student model's weights and…

The sparsity-restricted maximum likelihood estimator (SMLE) has received considerable attention for feature screening in ultrahigh-dimensional regression. SMLE is a computationally convenient method that naturally incorporates the joint…

Precisely estimating out-of-sample upper quantiles is very important in risk assessment and in engineering practice for structural design to prevent a greater disaster. For this purpose, the generalized extreme value (GEV) distribution has…

Multi-task learning (MTL) is a methodology that aims to improve the general performance of estimation and prediction by sharing common information among related tasks. In the MTL, there are several assumptions for the relationships and…