Related papers: Scalable Interpretable Learning for Multi-Response…
A noisy training set usually leads to the degradation of the generalization and robustness of neural networks. In this paper, we propose a novel theoretically guaranteed clean sample selection framework for learning with noisy labels.…
We propose a novel approach that integrates machine learning into compartmental disease modeling to predict the progression of COVID-19. Our model is explainable by design as it explicitly shows how different compartments evolve and it uses…
Recovery of arbitrarily positioned samples that are missing in sparse signals recently attracted significant research interest. Sparse signals with heavily corrupted arbitrary positioned samples could be analyzed in the same way as…
Interpretability is a pressing issue for decision systems. Many post hoc methods have been proposed to explain the predictions of a single machine learning model. However, business processes and decision systems are rarely centered around a…
Sparse regularization such as $\ell_1$ regularization is a quite powerful and widely used strategy for high dimensional learning problems. The effectiveness of sparse regularization has been supported practically and theoretically by…
Several approaches to graphically representing context-specific relations among jointly distributed categorical variables have been proposed, along with structure learning algorithms. While existing optimization-based methods have limited…
We propose a new approach for metric learning by framing it as learning a sparse combination of locally discriminative metrics that are inexpensive to generate from the training data. This flexible framework allows us to naturally derive…
Learning sparse models from data is an important task in all those frameworks where relevant information should be identified within a large dataset. This can be achieved by formulating and solving suitable sparsity promoting optimization…
A robust and sparse estimator for multinomial regression is proposed for high dimensional data. Robustness of the estimator is achieved by trimming the observations, and sparsity of the estimator is obtained by the elastic net penalty,…
We present a computationally-efficient method for recovering sparse signals from a series of noisy observations, known as the problem of compressed sensing (CS). CS theory requires solving a convex constrained minimization problem. We…
Inferring causal relationships or related associations from observational data can be invalidated by the existence of hidden confounding. We focus on a high-dimensional linear regression setting, where the measured covariates are affected…
We consider the problem of estimating a low-dimensional parameter in high-dimensional linear regression. Constructing an approximately unbiased estimate of the parameter of interest is a crucial step towards performing statistical…
We present the framework of slowly varying regression under sparsity, allowing sparse regression models to exhibit slow and sparse variations. The problem of parameter estimation is formulated as a mixed-integer optimization problem. We…
For data with high-dimensional covariates but small to moderate sample sizes, the analysis of single datasets often generates unsatisfactory results. The integrative analysis of multiple independent datasets provides an effective way of…
Machine learning algorithms in high-dimensional settings are highly susceptible to the influence of even a small fraction of structured outliers, making robust optimization techniques essential. In particular, within the…
This paper proposes a verification-based decoding approach for reconstruction of a sparse signal with incremental sparse measurements. In its first step, the verification-based decoding algorithm is employed to reconstruct the signal with a…
Convolutional sparse coding (CSC) can learn representative shift-invariant patterns from multiple kinds of data. However, existing CSC methods can only model noises from Gaussian distribution, which is restrictive and unrealistic. In this…
To analyze unstructured data (text, images, audio, video), economists typically first extract low-dimensional structured features with a neural network. Neural networks do not make generically unbiased predictions, and biases will propagate…
We study the problem of reconstructing a sparse signal from a limited number of its linear projections when a part of its support is known, although the known part may contain some errors. The ``known" part of the support, denoted T, may be…
Machine learning algorithms such as linear regression, SVM and neural network have played an increasingly important role in the process of scientific discovery. However, none of them is both interpretable and accurate on nonlinear datasets.…