Related papers: Large dimensional analysis of general margin based…
Recent years have been marked with the fast-pace diversification and increasing ubiquity of machine learning applications. Yet, a firm theoretical understanding of the surprising efficiency of neural networks to learn from high-dimensional…
Classification is a vital tool that is important for modelling many complex numerical models. A model or system may be such that, for certain areas of input space, the output either does not exist, or is not in a quantifiable form. Here, we…
For a set of dependent random variables, without stationary or the strong mixing assumptions, we derive the asymptotic independence between their sums and maxima. Then we apply this result to high-dimensional testing problems, where we…
Stability is an important aspect of a classification procedure because unstable predictions can potentially reduce users' trust in a classification system and also harm the reproducibility of scientific conclusions. The major goal of our…
Classification models are very sensitive to data uncertainty, and finding robust classifiers that are less sensitive to data uncertainty has raised great interest in the machine learning literature. This paper aims to construct robust…
We study large-scale classification problems in changing environments where a small part of the dataset is modified, and the effect of the data modification must be quickly incorporated into the classifier. When the entire dataset is large,…
This paper takes an empirical look at asymptotic runtime growth rates for the most widely used algorithms for solving linear programming (LP) problems across a set of six optimization application areas that are known to produce large and…
Large and moderate deviation probabilities play an important role in many applied areas, such as insurance and risk analysis. This paper studies the exact moderate and large deviation asymptotics in non-logarithmic form for linear processes…
Classification, the process of assigning a label (or class) to an observation given its features, is a common task in many applications. Nonetheless in most real-life applications, the labels can not be fully explained by the observed…
Many statistical applications involve models for which it is difficult to evaluate the likelihood, but from which it is relatively easy to sample. Approximate Bayesian computation is a likelihood-free method for implementing Bayesian…
This manuscript studies statistical properties of linear classifiers obtained through minimization of an unregularized convex risk over a finite sample. Although the results are explicitly finite-dimensional, inputs may be passed through…
This thesis responds to the challenges of using a large number, such as thousands, of features in regression and classification problems. There are two situations where such high dimensional features arise. One is when high dimensional…
Factor analysis is a widely used statistical tool in many scientific disciplines, such as psychology, economics, and sociology. As observations linked by networks become increasingly common, incorporating network structures into factor…
This paper provides a review and commentary on the past, present, and future of numerical optimization algorithms in the context of machine learning applications. Through case studies on text classification and the training of deep neural…
Bayesian multinomial logistic regression provides a principled, interpretable approach to multiclass classification, but posterior sampling becomes increasingly expensive as the model dimension grows. Prior work has studied scalability in…
We consider marginal log-linear models for parameterizing distributions on multidimensional contingency tables. These models generalize ordinary log-linear and multivariate logistic models, besides several others. First, we obtain some…
We define the group-lasso estimator for the natural parameters of the exponential families of distributions representing hierarchical log-linear models under multinomial sampling scheme. Such estimator arises as the solution of a convex…
As shown in recent research, deep neural networks can perfectly fit randomly labeled data, but with very poor accuracy on held out data. This phenomenon indicates that loss functions such as cross-entropy are not a reliable indicator of…
The convergence of simultaneous and marginal predictive classifiers under partition exchangeability in supervised classification is obtained. The result shows the asymptotic convergence of these classifiers under infinite amount of training…
KNN is one of the most popular classification methods, but it often fails to work well with inappropriate choice of distance metric or due to the presence of numerous class-irrelevant features. Linear feature transformation methods have…