Related papers: Selecting time-series hyperparameters with the art…

Jackknife instrumental variable estimation (JIVE) is a classic method to leverage many weak instrumental variables (IVs) to estimate linear structural models, overcoming the bias of standard methods like two-stage least squares. In this…

We present a novel, domain-agnostic, model-independent, unsupervised, and universally applicable Machine Learning approach for dimensionality reduction based on the principles of algorithmic complexity. Specifically, but without loss of…

To solve ever more complex problems, Deep Neural Networks are scaled to billions of parameters, leading to huge computational costs. An effective approach to reduce computational requirements and increase efficiency is to prune unnecessary…

Artificial neural networks have been successfully applied to a variety of business application problems involving classification and regression. Although backpropagation neural networks generally predict better than decision trees do for…

The selection of hyper-parameters is critical in Deep Learning. Because of the long training time of complex models and the availability of compute resources in the cloud, "one-shot" optimization schemes - where the sets of hyper-parameters…

This work introduces a method to equip data-driven polynomial chaos expansion surrogate models with intervals that quantify the predictive uncertainty of the surrogate. To that end, jackknife-based conformal prediction is integrated into…

Hyperparameter selection is a critical step in the deployment of artificial intelligence (AI) models, particularly in the current era of foundational, pre-trained, models. By framing hyperparameter selection as a multiple hypothesis testing…

Determinantal Point Processes (DPPs) provide an elegant and versatile way to sample sets of items that balance the point-wise quality with the set-wise diversity of selected items. For this reason, they have gained prominence in many…

High-dimensional, low sample-size (HDLSS) data problems have been a topic of immense importance for the last couple of decades. There is a vast literature that proposed a wide variety of approaches to deal with this situation, among which…

High-dimensional time series are characterized by a large number of measurements and complex dependence, and often involve abrupt change points. We propose a new procedure to detect change points in the mean of high-dimensional time series…

In this paper, we propose a fast algorithm for element selection, a multiplication-free form of dimension reduction that produces a dimension-reduced vector by simply selecting a subset of elements from the input. Dimension reduction is a…

Errors are prevalent in time series data, such as GPS trajectories or sensor readings. Existing methods focus more on anomaly detection but not on repairing the detected anomalies. By simply filtering out the dirty data via anomaly…

Implementing machine learning algorithms on Internet of things (IoT) devices has become essential for emerging applications, such as autonomous driving, environment monitoring. But the limitations of computation capability and energy…

With the advent of extremely high dimensional datasets, dimensionality reduction techniques are becoming mandatory. Among many techniques, feature selection has been growing in interest as an important tool to identify relevant features on…

Datasets with missing values are very common on industry applications, and they can have a negative impact on machine learning models. Recent studies introduced solutions to the problem of imputing missing values based on deep generative…

We consider the properties of listwise deletion when both $n$ and the number of variables grow large. We show that when (i) all data has some idiosyncratic missingness and (ii) the number of variables grows superlogarithmically in $n$,…

Machine learning models usually assume that a set of feature values used to obtain an output is fixed in advance. However, in many real-world problems, a cost is associated with measuring these features. To address the issue of reducing…

Neural networks and deep learning are changing the way that artificial intelligence is being done. Efficiently choosing a suitable network architecture and fine-tune its hyper-parameters for a specific dataset is a time-consuming task given…

Machine unlearning, enabling a trained model to forget specific data, is crucial for addressing erroneous data and adhering to privacy regulations like the General Data Protection Regulation (GDPR)'s "right to be forgotten". Despite recent…

This paper presents a novel method of global adaptive dynamic programming (ADP) for the adaptive optimal control of nonlinear polynomial systems. The strategy consists of relaxing the problem of solving the Hamilton-Jacobi-Bellman (HJB)…