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In many practical tasks it is needed to estimate an effect of treatment on individual level. For example, in medicine it is essential to determine the patients that would benefit from a certain medicament. In marketing, knowing the persons…
Deep reinforcement learning has shown remarkable success in the past few years. Highly complex sequential decision making problems from game playing and robotics have been solved with deep model-free methods. Unfortunately, the sample…
Existing work on understanding deep learning often employs measures that compress all data-dependent information into a few numbers. In this work, we adopt a perspective based on the role of individual examples. We introduce a measure of…
Machine learning is a data-driven field, and the quality of the underlying datasets plays a crucial role in learning success. However, high performance on held-out test data does not necessarily indicate that a model generalizes or learns…
Probabilistic graphical models (PGMs) are widely used to discover latent structure in data, but their success hinges on selecting an appropriate model design. In practice, model specification is difficult and often requires iterative…
Machine learning methods allow us to make recommendations to users in applications across fields including entertainment, dating, and commerce, by exploiting similarities in users' interaction patterns. However, in domains that demand…
Machine Learning (ML) models have been shown to potentially leak sensitive information, thus raising privacy concerns in ML-driven applications. This inspired recent research on removing the influence of specific data samples from a trained…
Sparse linear models are one of several core tools for interpretable machine learning, a field of emerging importance as predictive models permeate decision-making in many domains. Unfortunately, sparse linear models are far less flexible…
We study low-rank matrix regression in settings where matrix-valued predictors and scalar responses are observed across multiple individuals. Rather than assuming a fully homogeneous coefficient matrices across individuals, we accommodate…
We consider estimating a low-dimensional parameter in an estimating equation involving high-dimensional nuisances that depend on the parameter. A central example is the efficient estimating equation for the (local) quantile treatment effect…
Machine learning (ML) models have been quite successful in predicting outcomes in many applications. However, in some cases, domain experts might have a judgment about the expected outcome that might conflict with the prediction of ML…
Machine learning has affected the way in which many phenomena for various domains are modelled, one of these domains being that of structural dynamics. However, because machine-learning algorithms are problem-specific, they often fail to…
Tabular datasets with low-sample-size or many variables are prevalent in biomedicine. Practitioners in this domain prefer linear or tree-based models over neural networks since the latter are harder to interpret and tend to overfit when…
Sparse linear regression is a central problem in high-dimensional statistics. We study the correlated random design setting, where the covariates are drawn from a multivariate Gaussian $N(0,\Sigma)$, and we seek an estimator with small…
This work proposes a decentralized architecture, where individual agents aim at solving a classification problem while observing streaming features of different dimensions and arising from possibly different distributions. In the context of…
With the introduction of data protection and privacy regulations, it has become crucial to remove the lineage of data on demand from a machine learning (ML) model. In the last few years, there have been notable developments in machine…
Multilevel models (mixed-effect models or hierarchical linear models) are now a standard approach to analysing clustered and longitudinal data in the social, behavioural and medical sciences. This review article focuses on multilevel linear…
Machine learning (ML) holds great potential for accurately forecasting treatment outcomes over time, which could ultimately enable the adoption of more individualized treatment strategies in many practical applications. However, a…
Existing popular unsupervised embedding learning methods focus on enhancing the instance-level local discrimination of the given unlabeled images by exploring various negative data. However, the existed sample outliers which exhibit large…
Interpretable predictions, where it is clear why a machine learning model has made a particular decision, can compromise privacy by revealing the characteristics of individual data points. This raises the central question addressed in this…