Related papers: Distributional robustness of K-class estimators an…
Clustering is a separation of data into groups of similar objects. Every group called cluster consists of objects that are similar to one another and dissimilar to objects of other groups. In this paper, the K-Means algorithm is implemented…
In most machine learning applications, classification accuracy is not the primary metric of interest. Binary classifiers which face class imbalance are often evaluated by the $F_\beta$ score, area under the precision-recall curve, Precision…
Distributional robustness is a central goal of prediction algorithms due to the prevalent distribution shifts in real-world data. The prediction model aims to minimize the worst-case risk among a class of distributions, a.k.a., an…
A first proposal of a sparse and cellwise robust PCA method is presented. Robustness to single outlying cells in the data matrix is achieved by substituting the squared loss function for the approximation error by a robust version. The…
This paper focuses on the expected difference in borrower's repayment when there is a change in the lender's credit decisions. Classical estimators overlook the confounding effects and hence the estimation error can be magnificent. As such,…
We propose a novel framework for matching estimators for causal effect from observational data that is based on minimizing the dual norm of estimation error when expressed as an operator. We show that many popular matching estimators can be…
In causal inference, properly selecting the propensity score (PS) model is an important topic and has been widely investigated in observational studies. There is also a large literature focusing on the missing data problem. However, there…
We consider the problem of the recovery of a k-sparse vector from compressed linear measurements when data are corrupted by a quantization noise. When the number of measurements is not sufficiently large, different $k$-sparse solutions may…
We consider the kernel partial least squares algorithm for non-parametric regression with stationary dependent data. Probabilistic convergence rates of the kernel partial least squares estimator to the true regression function are…
The trade-off between robustness and accuracy has been widely studied in the adversarial literature. Although still controversial, the prevailing view is that this trade-off is inherent, either empirically or theoretically. Thus, we dig for…
Given $m$ $d$-dimensional responsors and $n$ $d$-dimensional predictors, sparse regression finds at most $k$ predictors for each responsor for linear approximation, $1\leq k \leq d-1$. The key problem in sparse regression is subset…
This paper deals with the robust estimation problem of a signal given noisy observations. We assume that the actual statistics of the signal and observations belong to a ball about the nominal statistics. This ball is formed by placing a…
Partial Least-Squares (PLS) Regression is a widely used tool in chemometrics for performing multivariate regression. PLS is a bi-linear method that has a limited capacity of modelling non-linear relations between the predictor variables and…
The recursive least-squares (RLS) algorithm has well-documented merits for reducing complexity and storage requirements, when it comes to online estimation of stationary signals as well as for tracking slowly-varying nonstationary…
Probabilistic k-nearest neighbour (PKNN) classification has been introduced to improve the performance of original k-nearest neighbour (KNN) classification algorithm by explicitly modelling uncertainty in the classification of each feature…
We often seek to estimate the causal effect of an exposure on a particular outcome in both randomized and observational settings. One such estimation method is the covariate-adjusted residuals estimator, which was designed for individually…
Causal models are notoriously difficult to validate because they make untestable assumptions regarding confounding. New scientific experiments offer the possibility of evaluating causal models using prediction performance. Prediction…
Predicting the effect of interventions with many possible variations, e.g., therapeutic content that affects mental health outcomes or an earnings call transcript that drives movement in share price, is useful across several domains.…
This paper presents a k-means-based multi-subpopulation particle swarm optimization, denoted as KMPSO, for training the neural network ensemble. In the proposed KMPSO, particles are dynamically partitioned into clusters via the k-means…
In partially linear additive models the response variable is modelled with a linear component on a subset of covariates and an additive component in which the rest of the covariates enter to the model as a sum of univariate unknown…