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Let $\{b_H(t),t\in\mathbb{R}\}$ be the fractional Brownian motion with parameter $0<H<1$. When $1/2<H$, we consider diffusion equations of the type \[X(t)=c+\int_0^t\sigma\bigl(X(u)\bigr)\mathrm {d}b_H(u)+\int _0^t\mu\bigl(X(u)\bigr)\mathrm…

Probability · Mathematics 2008-12-18 Corinne Berzin , José R. León

`Double descent' delineates the generalization behaviour of models depending on the regime they belong to: under- or over-parameterized. The current theoretical understanding behind the occurrence of this phenomenon is primarily based on…

Machine Learning · Statistics 2022-03-15 Sidak Pal Singh , Aurelien Lucchi , Thomas Hofmann , Bernhard Schölkopf

We introduce two-scale loss functions for use in various gradient descent algorithms applied to classification problems via deep neural networks. This new method is generic in the sense that it can be applied to a wide range of machine…

Numerical Analysis · Mathematics 2021-09-03 Leonid Berlyand , Robert Creese , Pierre-Emmanuel Jabin

Due to their flexibility and predictive performance, machine-learning based regression methods have become an important tool for predictive modeling and forecasting. However, most methods focus on estimating the conditional mean or specific…

Machine Learning · Statistics 2019-03-15 Rui Li , Howard D. Bondell , Brian J. Reich

For the binary regression, the use of symmetrical link functions are not appropriate when we have evidence that the probability of success increases at a different rate than decreases. In these cases, the use of link functions based on the…

Methodology · Statistics 2024-07-23 João Victor B. de Freitas , Caio L. N. Azevedo

Additive models form a widely popular class of regression models which represent the relation between covariates and response variables as the sum of low-dimensional transfer functions. Besides flexibility and accuracy, a key benefit of…

Machine Learning · Statistics 2015-05-20 Alhussein Fawzi , Mathieu Sinn , Pascal Frossard

Longitudinal studies with binary or ordinal responses are widely encountered in various disciplines, where the primary focus is on the temporal evolution of the probability of each response category. Traditional approaches build from the…

Methodology · Statistics 2024-09-04 Jizhou Kang , Athanasios Kottas

Two-piece location-scale models are used for modeling data presenting departures from symmetry. In this paper, we propose an objective Bayesian methodology for the tail parameter of two particular distributions of the above family: the…

Methodology · Statistics 2018-11-29 Fabrizio Leisen , Luca Rossini , Cristiano Villa

Deep learning has been shown to achieve impressive results in several domains like computer vision and natural language processing. A key element of this success has been the development of new loss functions, like the popular cross-entropy…

Machine Learning · Computer Science 2019-07-19 Francesco Giannini , Giuseppe Marra , Michelangelo Diligenti , Marco Maggini , Marco Gori

Challenging research in various fields has driven a wide range of methodological advances in variable selection for regression models with high-dimensional predictors. In comparison, selection of nonlinear functions in models with additive…

Methodology · Statistics 2013-03-05 Fabian Scheipl , Thomas Kneib , Ludwig Fahrmeir

A stream of algorithmic advances has steadily increased the popularity of the Bayesian approach as an inference paradigm, both from the theoretical and applied perspective. Even with apparent successes in numerous application fields, a…

Methodology · Statistics 2020-07-10 Owen Thomas , Henri Pesonen , Jukka Corander

This paper builds upon the work of Pfau (2013), which generalized the bias variance tradeoff to any Bregman divergence loss function. Pfau (2013) showed that for Bregman divergences, the bias and variances are defined with respect to a…

Machine Learning · Statistics 2022-02-11 Ben Adlam , Neha Gupta , Zelda Mariet , Jamie Smith

We investigate the nonlinear regression problem under L2 loss (square loss) functions. Traditional nonlinear regression models often result in non-convex optimization problems with respect to the parameter set. We show that a convex…

Machine Learning · Computer Science 2023-04-03 Kaan Gokcesu , Hakan Gokcesu

The paper is devoted to a comprehensive second-order study of a remarkable class of convex extended-real-valued functions that is highly important in many aspects of nonlinear and variational analysis, specifically those related to…

Optimization and Control · Mathematics 2015-07-21 Boris S. Mordukhovich , M. Ebrahim Sarabi

Dilation and erosion are two elementary operations from mathematical morphology, a non-linear lattice computing methodology widely used for image processing and analysis. The dilation-erosion perceptron (DEP) is a morphological neural…

Machine Learning · Computer Science 2020-04-16 Marcos Eduardo Valle

L1-norm regularized logistic regression models are widely used for analyzing data with binary response. In those analyses, fusing regression coefficients is useful for detecting groups of variables. This paper proposes a binomial logistic…

Methodology · Statistics 2023-12-15 Yuko Kakikawa , Shuichi Kawano

In knowledge graph embedding, the theoretical relationship between the softmax cross-entropy and negative sampling loss functions has not been investigated. This makes it difficult to fairly compare the results of the two different loss…

Machine Learning · Computer Science 2022-03-17 Hidetaka Kamigaito , Katsuhiko Hayashi

Lipschitz continuity of the gradient mapping of a continuously differentiable function plays a crucial role in designing various optimization algorithms. However, many functions arising in practical applications such as low rank matrix…

Optimization and Control · Mathematics 2020-12-25 Mahesh Chandra Mukkamala , Jalal Fadili , Peter Ochs

Recent works have studied implicit biases in deep learning, especially the behavior of last-layer features and classifier weights. However, they usually need to simplify the intermediate dynamics under gradient flow or gradient descent due…

Machine Learning · Computer Science 2023-12-14 Xiong Zhou , Xianming Liu , Hanzhang Wang , Deming Zhai , Junjun Jiang , Xiangyang Ji

In order to bring contraction analysis into the very fruitful and topical fields of stochastic and Bayesian systems, we extend here the theory describes in \cite{Lohmiller98} to random differential equations. We propose new definitions of…

Optimization and Control · Mathematics 2013-09-27 Nicolas Tabareau , Jean-Jacques Slotine