Related papers: Scalable Algorithms for Large Competing Risks Data

Medical decision-making makes frequent use of algorithms that combine risk equations with rules, providing clear and standardized treatment pathways. Symbolic regression (SR) traditionally limits its search space to continuous function…

Sparse recovery in linear systems underpins applications from signal processing to high-dimensional regression. Sparse Bayesian Learning, grounded in the principle of automatic relevance determination (ARD), offers a practical Bayesian…

Ridge regression (RR) is a regularization technique that penalizes the L2-norm of the coefficients in linear regression. One of the challenges of using RR is the need to set a hyperparameter ($\alpha$) that controls the amount of…

This paper investigates the efficient solution of penalized quadratic regressions in high-dimensional settings. A novel and efficient algorithm for ridge-penalized quadratic regression is proposed, leveraging the matrix structures of the…

We propose a computationally and statistically efficient divide-and-conquer (DAC) algorithm to fit sparse Cox regression to massive datasets where the sample size $n_0$ is exceedingly large and the covariate dimension $p$ is not small but…

The effectiveness of single-model sequential recommendation architectures, while scalable, is often limited when catering to "power users" in sparse or niche domains. Our previous research, PinnerFormerLite, addressed this by using a fixed…

This paper proposes the Proximal Iteratively REweighted (PIRE) algorithm for solving a general problem, which involves a large body of nonconvex sparse and structured sparse related problems. Comparing with previous iterative solvers for…

This paper proposes a new algorithm for multiple sparse regression in high dimensions, where the task is to estimate the support and values of several (typically related) sparse vectors from a few noisy linear measurements. Our algorithm is…

This paper continues to develop a fault tolerant extension of the sparse grid combination technique recently proposed in [B. Harding and M. Hegland, ANZIAM J., 54 (CTAC2012), pp. C394-C411]. The approach is novel for two reasons, first it…

Machine learning (ML) training algorithms often possess an inherent self-correcting behavior due to their iterative-convergent nature. Recent systems exploit this property to achieve adaptability and efficiency in unreliable computing…

The progressive hedging algorithm (PHA) is a cornerstone among algorithms for large-scale stochastic programming problems. However, its traditional implementation is hindered by some limitations, including the requirement to solve all…

Time series autoregression (AR) is a classical tool for modeling auto-correlations and periodic structures in real-world systems. We revisit this model from an interpretable machine learning perspective by introducing sparse autoregression…

Ordinal Regression (OR) aims to model the ordering information between different data categories, which is a crucial topic in multi-label learning. An important class of approaches to OR models the problem as a linear combination of basis…

We consider un-discounted reinforcement learning (RL) in Markov decision processes (MDPs) under temporal drifts, ie, both the reward and state transition distributions are allowed to evolve over time, as long as their respective total…

Partial least squares (PLS) regression combines dimensionality reduction and prediction using a latent variable model. Since partial least squares regression (PLS-R) does not require matrix inversion or diagonalization, it can be applied to…

The SparseStep algorithm is presented for the estimation of a sparse parameter vector in the linear regression problem. The algorithm works by adding an approximation of the exact counting norm as a constraint on the model parameters and…

We develop a new algorithm for inference in structural vector autoregressions (SVARs) identified with sign restrictions that can accommodate big data and modern identification schemes. The key innovation of our approach is to move beyond…

Motivated by penalized likelihood maximization in complex models, we study optimization problems where neither the function to optimize nor its gradient have an explicit expression, but its gradient can be approximated by a Monte Carlo…

Online sparse linear regression is an online problem where an algorithm repeatedly chooses a subset of coordinates to observe in an adversarially chosen feature vector, makes a real-valued prediction, receives the true label, and incurs the…

We consider the problem of sparse estimation in a factor analysis model. A traditional estimation procedure in use is the following two-step approach: the model is estimated by maximum likelihood method and then a rotation technique is…