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Regression is a fundamental tool in scientific research. Ordinary least squares (OLS), one of the most widely used regression methods, enjoys several desirable properties, including the best linear unbiased estimator (BLUE) property. It is…

Methodology · Statistics 2026-05-29 Hwiyoung Lee , Shuo Chen

Submodular optimization with bandit feedback has recently been studied in a variety of contexts. In a number of real-world applications such as diversified recommender systems and data summarization, the submodular function exhibits…

Machine Learning · Computer Science 2024-07-04 Wenjing Chen , Victoria G. Crawford

Regularization techniques such as the lasso (Tibshirani 1996) and elastic net (Zou and Hastie 2005) can be used to improve regression model coefficient estimation and prediction accuracy, as well as to perform variable selection. Ordinal…

Computation · Statistics 2022-09-05 Michael J. Wurm , Paul J. Rathouz , Bret M. Hanlon

We propose an innovative statistical method, called Ordinal Mixed-Effect Random Forest (OMERF), that extends the use of random forest to the analysis of hierarchical data and ordinal responses. The model preserves the flexibility and…

Methodology · Statistics 2024-06-06 Giulia Bergonzoli , Lidia Rossi , Chiara Masci

We explore off-policy evaluation and learning (OPE/L) in contextual combinatorial bandits (CCB), where a policy selects a subset in the action space. For example, it might choose a set of furniture pieces (a bed and a drawer) from available…

Machine Learning · Statistics 2024-08-22 Tatsuhiro Shimizu , Koichi Tanaka , Ren Kishimoto , Haruka Kiyohara , Masahiro Nomura , Yuta Saito

Many of the ordinal regression models that have been proposed in the literature can be seen as methods that minimize a convex surrogate of the zero-one, absolute, or squared loss functions. A key property that allows to study the…

Machine Learning · Computer Science 2017-07-24 Fabian Pedregosa , Francis Bach , Alexandre Gramfort

We introduce flexible robust functional regression models, using various heavy-tailed processes, including a Student $t$-process. We propose efficient algorithms in estimating parameters for the marginal mean inferences and in predicting…

Methodology · Statistics 2017-05-17 Chunzheng Cao , Jian Qing Shi , Youngjo Lee

The use of the proportional odds (PO) model for ordinal regression is ubiquitous in the literature. If the assumption of parallel lines does not hold for the data, then an alternative is to specify a non-proportional odds (NPO) model, where…

Methodology · Statistics 2015-03-27 Trevelyan J. McKinley , Michelle Morters , James L. N. Wood

Ordinal regression predicts the objects' labels that exhibit a natural ordering, which is important to many managerial problems such as credit scoring and clinical diagnosis. In these problems, the ability to explain how the attributes…

Machine Learning · Computer Science 2019-11-15 Mengzhuo Guo , Zhongzhi Xu , Qingpeng Zhang , Xiuwu Liao , Jiapeng Liu

Dynamic treatment regimes (DTRs) are sequences of decision rules designed to tailor treatment based on patients' treatment history and evolving disease status. Ordinal outcomes frequently serve as primary endpoints in clinical trials and…

Methodology · Statistics 2025-03-11 Xinru Wang , Tanujit Chakraborty , Bibhas Chakraborty

We present results on the estimation and evaluation of success probabilities for ordinal optimisation over uncountable sets (such as subsets of $\mathbb{R}^{d}$). Our formulation invokes an assumption of a Gaussian copula model, and we show…

Optimization and Control · Mathematics 2021-05-14 Robert Chin , Jonathan E. Rowe , Iman Shames , Chris Manzie , Dragan Nešić

Recent progress in strengthening the capabilities of large language models has stemmed from applying reinforcement learning to domains with automatically verifiable outcomes. A key question is whether we can similarly use RL to optimize for…

Machine Learning · Computer Science 2025-05-27 Eric Zhao , Jessica Dai , Pranjal Awasthi

We develop a Bayesian approach to predict a continuous or binary outcome from data that are collected from multiple sources with a multi-way (i.e.. multidimensional tensor) structure. As a motivating example we consider molecular data from…

Methodology · Statistics 2022-08-09 Jonathan Kim , Brian J. Sandri , Raghavendra B. Rao , Eric F. Lock

Functional mixed models are widely useful for regression analysis with dependent functional data, including longitudinal functional data with scalar predictors. However, existing algorithms for Bayesian inference with these models only…

Methodology · Statistics 2023-06-14 Thomas Y. Sun , Daniel R. Kowal

A major research direction in contextual bandits is to develop algorithms that are computationally efficient, yet support flexible, general-purpose function approximation. Algorithms based on modeling rewards have shown strong empirical…

Machine Learning · Computer Science 2021-07-14 Dylan J. Foster , Claudio Gentile , Mehryar Mohri , Julian Zimmert

Multi-armed bandit models have proven to be useful in modeling many real world problems in the areas of control and sequential decision making with partial information. However, in many scenarios, such as those prevalent in healthcare and…

Optimization and Control · Mathematics 2024-08-27 Qinyang He , Yonatan Mintz

Accumulating evidence suggest that human behavior in trial-and-error learning tasks based on decisions between discrete actions may involve a combination of reinforcement learning (RL) and working-memory (WM). While the understanding of…

Artificial Intelligence · Computer Science 2019-04-30 Guillaume Viejo , Benoît Girard , Emmanuel Procyk , Mehdi Khamassi

The research is about a systematic investigation on the following issues. First, we construct different outcome regression-based estimators for conditional average treatment effect under, respectively, true (oracle), parametric,…

Statistics Theory · Mathematics 2020-09-23 Lu Li , Niwen Zhou , Lixing Zhu

Contextual bandit algorithms often estimate reward models to inform decision-making. However, true rewards can contain action-independent redundancies that are not relevant for decision-making. We show it is more data-efficient to estimate…

Machine Learning · Computer Science 2023-02-27 Aldo Gael Carranza , Sanath Kumar Krishnamurthy , Susan Athey

As a natural extension to the standard conformal prediction method, several conformal risk control methods have been recently developed and applied to various learning problems. In this work, we seek to control the conformal risk in…

Machine Learning · Computer Science 2024-05-02 Yunpeng Xu , Wenge Guo , Zhi Wei