Related papers: Column Generation Algorithms for Nonparametric Ana…
Random forests are a widely used machine learning algorithm, but their computational efficiency is undermined when applied to large-scale datasets with numerous instances and useless features. Herein, we propose a nonparametric feature…
A common problem in large-scale data analysis is to approximate a matrix using a combination of specifically sampled rows and columns, known as CUR decomposition. Unfortunately, in many real-world environments, the ability to sample…
Practical model building processes are often time-consuming because many different models must be trained and validated. In this paper, we introduce a novel algorithm that can be used for computing the lower and the upper bounds of model…
Constrained generative modeling is fundamental to applications such as robotic control and autonomous driving, where models must respect physical laws and safety-critical constraints. In real-world settings, these constraints rarely take…
Generating paragraphs of diverse contents is important in many applications. Existing generation models produce similar contents from homogenized contexts due to the fixed left-to-right sentence order. Our idea is permuting the sentence…
Data augmentation via synthetic data generation has been shown to be effective in improving model performance and robustness in the context of scarce or low-quality data. Using the data valuation framework to statistically identify…
We generalize the method of surrogate data of testing for nonlinearity in time series to the case that the data are sampled with uneven time intervals. The null hypothesis will be that the data have been generated by a linear stochastic…
Unsupervised machine learning lacks ground truth by definition. This poses a major difficulty when designing metrics to evaluate the performance of such algorithms. In sharp contrast with supervised learning, for which plenty of quality…
Modern data analysis depends increasingly on estimating models via flexible high-dimensional or nonparametric machine learning methods, where the identification of structural parameters is often challenging and untestable. In linear…
Real-world applications of computational fluid dynamics often involve the evaluation of quantities of interest for several distinct geometries that define the computational domain or are embedded inside it. For example, design optimization…
In this paper we consider a problem of searching a space of predictive models for a given training data set. We propose an iterative procedure for deriving a sequence of improving models and a corresponding sequence of sets of non-linear…
Nonparametric feature selection in high-dimensional data is an important and challenging problem in statistics and machine learning fields. Most of the existing methods for feature selection focus on parametric or additive models which may…
Many panel data have the latent subgroup effect on individuals, and it is important to correctly identify these groups since the efficiency of resulting estimators can be improved significantly by pooling the information of individuals…
Many mathematical optimization algorithms fail to sufficiently explore the solution space of high-dimensional nonlinear optimization problems due to the curse of dimensionality. This paper proposes generative models as a complement to…
Existing identification and estimation methods for semiparametric sample selection models rely heavily on exclusion restrictions. However, it is difficult in practice to find a credible excluded variable that has a correlation with…
We introduce a new rule-based optimization method for classification with constraints. The proposed method leverages column generation for linear programming, and hence, is scalable to large datasets. The resulting pricing subproblem is…
A new class of linear sequence generators based on cellular automata is here introduced in order to model several nonlinear keystream generators with practical applications in symmetric cryptography. The output sequences are written as…
Estimation and hypothesis tests for the covariance matrix in high dimensions is a challenging problem as the traditional multivariate asymptotic theory is no longer valid. When the dimension is larger than or increasing with the sample…
We propose a new polynomial-time algorithm for linear programming. We further extend the ideas used in this new linear programming algorithm for nonlinear programming problems. The new algorithm is based on the idea of treating the…
We here introduce a novel classification approach adopted from the nonlinear model identification framework, which jointly addresses the feature selection and classifier design tasks. The classifier is constructed as a polynomial expansion…