Related papers: Stabilizing Variable Selection and Regression
The standard linear and logistic regression models assume that the response variables are independent, but share the same linear relationship to their corresponding vectors of covariates. The assumption that the response variables are…
Individuals use models to guide decisions, but many models are wrong. This paper studies which misspecified models are likely to persist when individuals also entertain alternative models. Consider an agent who uses her model to learn the…
To date, the instability of prognostic predictors in a sparse high dimensional model, which hinders their clinical adoption, has received little attention. Stable prediction is often overlooked in favour of performance. Yet, stability…
Survival regression is widely used to model time-to-events data, to explore how covariates may influence the occurrence of events. Modern datasets often encompass a vast number of covariates across many subjects, with only a subset of the…
Neural networks achieve outstanding accuracy in classification and regression tasks. However, understanding their behavior still remains an open challenge that requires questions to be addressed on the robustness, explainability and…
We study the problem of learning fair prediction models for unseen test sets distributed differently from the train set. Stability against changes in data distribution is an important mandate for responsible deployment of models. The domain…
Stability is a fundamental property of dynamical systems, yet to this date it has had little bearing on the practice of recurrent neural networks. In this work, we conduct a thorough investigation of stable recurrent models. Theoretically,…
We consider learning from labeled data collected across multiple environments, where the data distribution may vary across these environments. This problem is commonly approached from a causal perspective, seeking invariant representations…
We consider the following two-player game: using observational data, the leader chooses a prediction function for a response variable $Y$ from given covariates. The follower then reacts with an intervention on some covariates in the…
While unbiased machine learning models are essential for many applications, bias is a human-defined concept that can vary across tasks. Given only input-label pairs, algorithms may lack sufficient information to distinguish stable (causal)…
We believe three ingredients are needed for further progress in persistence and its use: invariants not relying on decomposition theorems to go beyond 1-dimension, outcomes suitable for statistical analysis and a setup adopted for…
Convolutional Neural Networks (CNNs) have recently emerged as the dominant model in computer vision. If provided with enough training data, they predict almost any visual quantity. In a discrete setting, such as classification, CNNs are not…
To understand how the interconnected and interdependent world of the twenty-first century operates and make model-based predictions, joint probability models for networks and interdependent outcomes are needed. We propose a comprehensive…
Despite decades of research, SE lacks widely accepted models (that offer precise quantitative stable predictions) about what factors most influence software quality. This paper provides a promising result showing such stable models can be…
Algorithmic stability is a central concept in statistics and learning theory that measures how sensitive an algorithm's output is to small changes in the training data. Stability plays a crucial role in understanding generalization,…
In natural phenomena, data distributions often deviate from normality. One can think of cataclysms as a self-explanatory example: events that occur almost never, and at the same time are many standard deviations away from the common…
The use of algorithmic predictions in decision-making leads to a feedback loop where the models we deploy actively influence the data distributions we see, and later use to retrain on. This dynamic was formalized by Perdomo et al. 2020 in…
To increase statistical efficiency in a randomized experiment, researchers often use stratification (i.e., blocking) in the design stage. However, conventional practices of stratification fail to exploit valuable information about the…
Stability selection is a versatile framework for structure estimation and variable selection in high-dimensional setting, primarily grounded in frequentist principles. In this paper, we propose an enhanced methodology that integrates…
It can be difficult to interpret a coefficient of an uncertain model. A slope coefficient of a regression model may change as covariates are added or removed from the model. In the context of high-dimensional data, there are too many model…