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We introduce a framework for calibrating machine learning models so that their predictions satisfy explicit, finite-sample statistical guarantees. Our calibration algorithms work with any underlying model and (unknown) data-generating…

Machine Learning · Computer Science 2022-10-03 Anastasios N. Angelopoulos , Stephen Bates , Emmanuel J. Candès , Michael I. Jordan , Lihua Lei

We consider the problem of clustering datasets in the presence of arbitrary outliers. Traditional clustering algorithms such as k-means and spectral clustering are known to perform poorly for datasets contaminated with even a small number…

Machine Learning · Statistics 2021-02-02 Prateek R. Srivastava , Purnamrita Sarkar , Grani A. Hanasusanto

Determining how to appropriately select the tuning parameter is essential in penalized likelihood methods for high-dimensional data analysis. We examine this problem in the setting of penalized likelihood methods for generalized linear…

Methodology · Statistics 2016-05-12 Yingying Fan , Cheng Yong Tang

We consider the problem of clustering with the longest-leg path distance (LLPD) metric, which is informative for elongated and irregularly shaped clusters. We prove finite-sample guarantees on the performance of clustering with respect to…

Machine Learning · Statistics 2019-03-07 Anna Little , Mauro Maggioni , James M. Murphy

Despite the ubiquity of kernel-based clustering, surprisingly few statistical guarantees exist beyond settings that consider strong structural assumptions on the data generation process. In this work, we take a step towards bridging this…

Machine Learning · Computer Science 2021-10-19 Leena Chennuru Vankadara , Sebastian Bordt , Ulrike von Luxburg , Debarghya Ghoshdastidar

Spectral clustering refers to a family of unsupervised learning algorithms that compute a spectral embedding of the original data based on the eigenvectors of a similarity graph. This non-linear transformation of the data is both the key of…

Machine Learning · Computer Science 2019-01-30 Nicolas Tremblay , Andreas Loukas

Many binary classification problems minimize misclassification above (or below) a threshold. We show that instances of ranking problems, accuracy at the top or hypothesis testing may be written in this form. We propose a general framework…

Machine Learning · Computer Science 2020-02-26 Lukáš Adam , Václav Mácha , Václav Šmídl , Tomáš Pevný

There is a great diversity of clustering and community detection algorithms, which are key components of many data analysis and exploration systems. To the best of our knowledge, however, there does not exist yet any uniform benchmarking…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-02-04 Artem Lutov , Mourad Khayati , Philippe Cudré-Mauroux

In the network literature, a wide range of statistical models has been proposed to exploit structural patterns in the data. Therefore, model selection between different models is a fundamental problem. However, there remains a lack of…

Methodology · Statistics 2025-08-05 Bokai Yang , Yuanxing Chen , Yuhong Yang

This paper presents a general framework for estimating high-dimensional conditional latent factor models via constrained nuclear norm regularization. We establish large sample properties of the estimators and provide efficient algorithms…

Econometrics · Economics 2025-12-09 Qihui Chen

\noindent Hyper-parameter selection is a central practical problem in modern machine learning, governing regularization strength, model capacity, and robustness choices. Cross-validation is often computationally prohibitive at scale, while…

Machine Learning · Statistics 2025-12-24 Hedibert Lopes , Nick Polson , Vadim Sokolov

Finite mixture modelling is a popular method in the field of clustering and is beneficial largely due to its soft cluster membership probabilities. A common method for fitting finite mixture models is to employ spectral clustering, which…

Machine Learning · Statistics 2024-03-22 Liam Welsh , Phillip Shreeves

We propose a penalized likelihood framework for estimating multiple precision matrices from different classes. Most existing methods either incorporate no information on relationships between the precision matrices, or require this…

Machine Learning · Statistics 2020-03-03 Bradley S. Price , Aaron J. Molstad , Ben Sherwood

We consider grouping as a general characterization for problems such as clustering, community detection in networks, and multiple parametric model estimation. We are interested in merging solutions from different grouping algorithms,…

Computer Vision and Pattern Recognition · Computer Science 2015-06-09 Mariano Tepper , Guillermo Sapiro

Many statistical learning problems have recently been shown to be amenable to Semi-Definite Programming (SDP), with community detection and clustering in Gaussian mixture models as the most striking instances [javanmard et al., 2016]. Given…

Statistics Theory · Mathematics 2020-04-07 Stéphane Chrétien , Mihai Cucuringu , Guillaume Lecué , Lucie Neirac

We study a budgeted hyper-parameter tuning problem, where we optimize the tuning result under a hard resource constraint. We propose to solve it as a sequential decision making problem, such that we can use the partial training progress of…

Machine Learning · Computer Science 2019-02-05 Zhiyun Lu , Chao-Kai Chiang , Fei Sha

This work introduces a refinement of the Parsimonious Model for fitting a Gaussian Mixture. The improvement is based on the consideration of clusters of the involved covariance matrices according to a criterion, such as sharing Principal…

Methodology · Statistics 2024-04-10 David Rodríguez-Vítores , Carlos Matrán

Probabilistic mixture models have been widely used for different machine learning and pattern recognition tasks such as clustering, dimensionality reduction, and classification. In this paper, we focus on trying to solve the most common…

Machine Learning · Computer Science 2020-04-08 Gustavo A Valencia-Zapata , Daniel Mejia , Gerhard Klimeck , Michael Zentner , Okan Ersoy

Gradient-based data influence approximation has been leveraged to select useful data samples in the supervised fine-tuning of large language models. However, the computation of gradients throughout the fine-tuning process requires too many…

Computation and Language · Computer Science 2025-06-13 Zige Wang , Qi Zhu , Fei Mi , Minghui Xu , Ruochun Jin , Wenjing Yang

Mixture models are a popular tool in model-based clustering. Such a model is often fitted by a procedure that maximizes the likelihood, such as the EM algorithm. At convergence, the maximum likelihood parameter estimates are typically…

Computation · Statistics 2019-07-23 Adrian O'Hagan , Thomas Brendan Murphy , Luca Scrucca , Isobel Claire Gormley