Related papers: Leave-One-Out Cross-Validation for Bayesian Model …
Automatic side-by-side evaluation has emerged as a promising approach to evaluating the quality of responses from large language models (LLMs). However, analyzing the results from this evaluation approach raises scalability and…
Model checking plays an important role in linear regression as model misspecification seriously affects the validity and efficiency of regression analysis. In practice, model checking is often performed by subjectively evaluating the plot…
This paper investigates the estimation problem in a regression-type model. To be able to deal with potential high dimensions, we provide a procedure called LOL, for Learning Out of Leaders with no optimization step. LOL is an auto-driven…
We consider the problem of estimating the parameters of the covariance function of a Gaussian process by cross-validation. We suggest using new cross-validation criteria derived from the literature of scoring rules. We also provide an…
The advent of test-time scaling in large language models (LLMs), exemplified by OpenAI's o1 series, has advanced reasoning capabilities by scaling computational resource allocation during inference. While successors like QwQ, Deepseek-R1…
In a regression model, prediction is typically performed after model selection. The large variability in the model selection makes the prediction unstable. Thus, it is essential to reduce the variability in model selection and improve…
Oversampling is one of the most widely used approaches for addressing imbalanced classification. The core idea is to generate additional minority samples to rebalance the dataset. Most existing methods, such as SMOTE, require converting…
The influence of contextual input on the behavior of large language models (LLMs) has prompted the development of context attribution methods that aim to quantify each context span's effect on an LLM's generations. The leave-one-out (LOO)…
Bayesian optimization (BO) is a powerful approach for optimizing complex and expensive-to-evaluate black-box functions. Its importance is underscored in many applications, notably including hyperparameter tuning, but its efficacy depends on…
A new empirical Bayes approach to variable selection in the context of generalized linear models is developed. The proposed algorithm scales to situations in which the number of putative explanatory variables is very large, possibly much…
In this article, we derive concentration inequalities for the cross-validation estimate of the generalization error for subagged estimators, both for classification and regressor. General loss functions and class of predictors with both…
In the field of big data analytics, the search for efficient subdata selection methods that enable robust statistical inferences with minimal computational resources is of high importance. A procedure prior to subdata selection could…
We investigate leave-one-out cross validation (CV) as a determinator of the weight of the penalty term in the least absolute shrinkage and selection operator (LASSO). First, on the basis of the message passing algorithm and a perturbative…
Dropout as regularization has been used extensively to prevent overfitting for training neural networks. During training, units and their connections are randomly dropped, which could be considered as sampling many different submodels from…
Probabilistic regression models typically use the Maximum Likelihood Estimation or Cross-Validation to fit parameters. These methods can give an advantage to the solutions that fit observations on average, but they do not pay attention to…
Leveraging the large body of work devoted in recent years to describe redundancy and synergy in multivariate interactions among random variables, we propose a novel approach to quantify cooperative effects in feature importance, one of the…
With current high precision collider data, the reliable estimation of theoretical uncertainties due to missing higher orders (MHOs) in perturbation theory has become a pressing issue for collider phenomenology. Traditionally, the size of…
We propose the Bayesian adaptive Lasso (BaLasso) for variable selection and coefficient estimation in linear regression. The BaLasso is adaptive to the signal level by adopting different shrinkage for different coefficients. Furthermore, we…
The Bayesian Lasso is constructed in the linear regression framework and applies the Gibbs sampling to estimate the regression parameters. This paper develops a new sparse learning model, named the Bayesian Lasso Sparse (BLS) model, that…
While the Large Language Models (LLMs) dominate a majority of language understanding tasks, previous work shows that some of these results are supported by modelling spurious correlations of training datasets. Authors commonly assess model…