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We investigate the feature compression of high-dimensional ridge regression using the optimal subsampling technique. Specifically, based on the basic framework of random sampling algorithm on feature for ridge regression and the A-optimal…

Computation · Statistics 2022-04-19 Hanyu Li , Chengmei Niu

Hyperparameters tuning and model selection are important steps in machine learning. Unfortunately, classical hyperparameter calibration and model selection procedures are sensitive to outliers and heavy-tailed data. In this work, we…

Statistics Theory · Mathematics 2019-05-22 Joon Kwon , Guillaume Lecué , Matthieu Lerasle

Semi-supervised multi-label learning (SSMLL) is a powerful framework for leveraging unlabeled data to reduce the expensive cost of collecting precise multi-label annotations. Unlike semi-supervised learning, one cannot select the most…

Machine Learning · Computer Science 2024-12-30 Jia-Hao Xiao , Ming-Kun Xie , Heng-Bo Fan , Gang Niu , Masashi Sugiyama , Sheng-Jun Huang

Effective model and hyperparameter selection remains a major challenge in deep learning, often requiring extensive expertise and computation. While AutoML and large language models (LLMs) promise automation, current LLM-based approaches…

Machine Learning · Computer Science 2025-10-08 Mohamed Bal-Ghaoui , Mohammed Tiouti

Existing weak supervision approaches use all the data covered by weak signals to train a classifier. We show both theoretically and empirically that this is not always optimal. Intuitively, there is a tradeoff between the amount of…

Machine Learning · Statistics 2023-03-08 Hunter Lang , Aravindan Vijayaraghavan , David Sontag

Extending Bayesian optimization to batch evaluation can enable the designer to make the most use of parallel computing technology. However, most of current batch approaches do not scale well with the batch size. That is, their performances…

Machine Learning · Computer Science 2025-04-25 Dawei Zhan , Zhaoxi Zeng , Shuoxiao Wei , Ping Wu

The Linear Ballistic Accumulator (Brown & Heathcote, 2008) model is used as a measurement tool to answer questions about applied psychology. The analyses based on this model depend upon the model selected and its estimated parameters.…

Methodology · Statistics 2020-03-03 David Gunawan , Guy E. Hawkins , Minh-Ngoc Tran , Robert Kohn , Scott Brown

Accurate statistical inference in logistic regression models remains a critical challenge when the ratio between the number of parameters and sample size is not negligible. This is because approximations based on either classical asymptotic…

Methodology · Statistics 2022-08-19 Qian Zhao , Emmanuel J. Candes

Choosing a meaningful subset of features from high-dimensional observations in unsupervised settings can greatly enhance the accuracy of downstream analysis, such as clustering or dimensionality reduction, and provide valuable insights into…

Machine Learning · Computer Science 2024-12-23 Daniel Segal , Ofir Lindenbaum , Ariel Jaffe

Ensembles over neural network weights trained from different random initialization, known as deep ensembles, achieve state-of-the-art accuracy and calibration. The recently introduced batch ensembles provide a drop-in replacement that is…

Machine Learning · Computer Science 2021-01-11 Florian Wenzel , Jasper Snoek , Dustin Tran , Rodolphe Jenatton

When randomized ensemble methods such as bagging and random forests are implemented, a basic question arises: Is the ensemble large enough? In particular, the practitioner desires a rigorous guarantee that a given ensemble will perform…

Machine Learning · Statistics 2019-08-06 Miles E. Lopes , Suofei Wu , Thomas C. M. Lee

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…

Computation · Statistics 2024-04-11 Wataru Yoshida , Kei Hirose

Language models (LMs) have demonstrated remarkable capabilities in NLP, yet adapting them efficiently and robustly to specific tasks remains challenging. As their scale and complexity grow, fine-tuning LMs on labelled data often…

Computation and Language · Computer Science 2025-06-27 Zhengyan Shi

Bayesian optimization has become a successful tool for hyperparameter optimization of machine learning algorithms, such as support vector machines or deep neural networks. Despite its success, for large datasets, training and validating a…

Machine Learning · Computer Science 2017-03-08 Aaron Klein , Stefan Falkner , Simon Bartels , Philipp Hennig , Frank Hutter

Speeding up Markov Chain Monte Carlo (MCMC) for datasets with many observations by data subsampling has recently received considerable attention. A pseudo-marginal MCMC method is proposed that estimates the likelihood by data subsampling…

Computation · Statistics 2020-04-08 Matias Quiroz , Minh-Ngoc Tran , Mattias Villani , Robert Kohn , Khue-Dung Dang

An important challenge in statistical analysis concerns the control of the finite sample bias of estimators. For example, the maximum likelihood estimator has a bias that can result in a significant inferential loss. This problem is…

Statistics Theory · Mathematics 2019-11-04 Stéphane Guerrier , Mucyo Karemera , Samuel Orso , Maria-Pia Victoria-Feser

The original formulation of BEAMS - Bayesian Estimation Applied to Multiple Species - showed how to use a dataset contaminated by points of multiple underlying types to perform unbiased parameter estimation. An example is cosmological…

Instrumentation and Methods for Astrophysics · Physics 2016-03-02 James Newling , Bruce. A. Bassett , Renée Hlozek , Martin Kunz , Mathew Smith , Melvin Varughese

Hyperparameter tuning is the black art of automatically finding a good combination of control parameters for a data miner. While widely applied in empirical Software Engineering, there has not been much discussion on which hyperparameter…

Artificial Intelligence · Computer Science 2018-10-04 Huy Tu , Vivek Nair

The dramatic growth of big datasets presents a new challenge to data storage and analysis. Data reduction, or subsampling, that extracts useful information from datasets is a crucial step in big data analysis. We propose an orthogonal…

Methodology · Statistics 2021-06-01 Lin Wang , Jake Elmstedt , Weng Kee Wong , Hongquan Xu

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…

Methodology · Statistics 2021-07-09 Kaixu Yang , Tapabrata Maiti
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