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Model selection is a crucial issue in machine-learning and a wide variety of penalisation methods (with possibly data dependent complexity penalties) have recently been introduced for this purpose. However their empirical performance is…

Machine Learning · Statistics 2012-12-11 Charanpal Dhanjal , Nicolas Baskiotis , Stéphan Clémençon , Nicolas Usunier

Given a high-dimensional covariate matrix and a response vector, ridge-regularized sparse linear regression selects a subset of features that explains the relationship between covariates and the response in an interpretable manner. To…

Optimization and Control · Mathematics 2026-02-13 Ryan Cory-Wright , Andrés Gómez

Many recent advances in machine learning are driven by a challenging trifecta: large data size $N$; high dimensions; and expensive algorithms. In this setting, cross-validation (CV) serves as an important tool for model assessment. Recent…

Machine Learning · Statistics 2022-11-03 William T. Stephenson , Madeleine Udell , Tamara Broderick

We apply concepts from manifold regularization to develop new regularization techniques for training locally stable deep neural networks. Our regularizers are based on a sparsification of the graph Laplacian which holds with high…

Machine Learning · Statistics 2020-09-24 Charles Jin , Martin Rinard

Many modern data analyses benefit from explicitly modeling dependence structure in data -- such as measurements across time or space, ordered words in a sentence, or genes in a genome. A gold standard evaluation technique is structured…

Machine Learning · Statistics 2020-12-02 Soumya Ghosh , William T. Stephenson , Tin D. Nguyen , Sameer K. Deshpande , Tamara Broderick

This paper addresses feature subset selection for Support Vector Machines (SVMs) based on the cross-validation criterion. Unlike statistical criteria such as the Akaike information criterion (AIC) and the Bayesian information criterion…

Optimization and Control · Mathematics 2026-05-11 Masaharu Mori , Shunnosuke Ikeda , Ryuta Tamura , Yuichi Takano , Ryuhei Miyashiro

In machine learning, statistics, econometrics and statistical physics, cross-validation (CV) is used asa standard approach in quantifying the generalisation performance of a statistical model. A directapplication of CV in time-series leads…

Machine Learning · Statistics 2021-12-14 Mehmet Süzen , Alper Yegenoglu

Policy evaluation or value function or Q-function approximation is a key procedure in reinforcement learning (RL). It is a necessary component of policy iteration and can be used for variance reduction in policy gradient methods. Therefore…

Machine Learning · Computer Science 2017-10-17 Xinyan Yan , Krzysztof Choromanski , Byron Boots , Vikas Sindhwani

In this work we consider a generalized bilevel optimization framework for solving inverse problems. We introduce fractional Laplacian as a regularizer to improve the reconstruction quality, and compare it with the total variation…

Image and Video Processing · Electrical Eng. & Systems 2020-06-24 Harbir Antil , Zichao Di , Ratna Khatri

In this paper we address the problem of learning robust cross-domain representations for sketch-based image retrieval (SBIR). While most SBIR approaches focus on extracting low- and mid-level descriptors for direct feature matching, recent…

Computer Vision and Pattern Recognition · Computer Science 2018-08-01 Dan Xu , Xavier Alameda-Pineda , Jingkuan Song , Elisa Ricci , Nicu Sebe

One of the prevailing trends in the machine- and deep-learning community is to gravitate towards the use of increasingly larger models in order to keep pushing the state-of-the-art performance envelope. This tendency makes access to the…

Machine Learning · Computer Science 2023-05-29 Shadi Sartipi , Edgar A. Bernal

We present a methodology for model evaluation and selection where the sampling mechanism violates the i.i.d. assumption. Our methodology involves a formulation of the bias between the standard Cross-Validation (CV) estimator and the mean…

Methodology · Statistics 2025-03-14 Oren Yuval , Saharon Rosset

Cross-validation assesses the predictive ability of a model, allowing one to rank models accordingly. Although the nonparametric bootstrap is almost always used to assess the variability of a parameter, it can be used as the basis for…

Applications · Statistics 2019-09-30 James Stephens Cavenaugh

We propose a novel deep learning method which combines classical regularization with data augmentation for estimating myelin water fraction (MWF) in the brain via biexponential analysis. Our aim is to design an accurate deep learning…

Quantitative Methods · Quantitative Biology 2025-01-31 Mirage Modi , Shashank Sule , Jonathan Palumbo , Michael Rozowski , Mustapha Bouhrara , Wojciech Czaja , Richard G. Spencer

Cross-validation is one of the most popular model selection methods in statistics and machine learning. Despite its wide applicability, traditional cross validation methods tend to select overfitting models, due to the ignorance of the…

Methodology · Statistics 2017-12-25 Jing Lei

The aim of this paper is to introduce and study a two-step debiasing method for variational regularization. After solving the standard variational problem, the key idea is to add a consecutive debiasing step minimizing the data fidelity on…

Numerical Analysis · Mathematics 2017-06-23 Eva-Maria Brinkmann , Martin Burger , Julian Rasch , Camille Sutour

This paper develops a method to obtain the optimal value for the regularization coefficient in a general mixed-integer problem (MIP). This approach eliminates the cross-validation performed in the existing penalty techniques to obtain a…

Optimization and Control · Mathematics 2020-08-05 Behrad Soleimani , Behzad Khamidehi , Maryam Sabbaghian

Few-shot learning algorithms aim to learn model parameters capable of adapting to unseen classes with the help of only a few labeled examples. A recent regularization technique - Manifold Mixup focuses on learning a general-purpose…

Machine Learning · Computer Science 2020-01-22 Puneet Mangla , Mayank Singh , Abhishek Sinha , Nupur Kumari , Vineeth N Balasubramanian , Balaji Krishnamurthy

In the world of targeted learning, cross-validated targeted maximum likelihood estimators, CV-TMLE [Zheng:2010aa], has a distinct advantage over TMLE [Laan:2006aa] in that one less condition is required of CV-TMLE in order to achieve…

Methodology · Statistics 2018-11-14 Jonathan Levy

Continual learning (CL) is crucial for the adaptation of neural network models to new environments. Although outperforming weight-space regularisation approaches, the functional regularisation-based CL methods suffer from high computational…

Machine Learning · Computer Science 2025-08-19 Pengcheng Hao , Menghao Waiyan William Zhu , Ercan Engin Kuruoglu