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Deep neural network (DNN) models have achieved phenomenal success for applications in many domains, ranging from academic research in science and engineering to industry and business. The modeling power of DNN is believed to have come from…

Machine Learning · Computer Science 2024-10-08 Beomseok Seo , Lin Lin , Jia Li

We study the assortment optimization problem under the Sequential Multinomial Logit (SML), a discrete choice model that generalizes the multinomial logit (MNL). Under the SML model, products are partitioned into two levels, to capture…

Discrete Mathematics · Computer Science 2018-08-31 Alvaro Flores , Gerardo Berbeglia , Pascal van Hentenryck

In learning theory, a standard assumption is that the data is generated from a finite mixture model. But what happens when the number of components is not known in advance? The problem of estimating the number of components, also called…

Data Structures and Algorithms · Computer Science 2023-04-25 Jerry Li , Allen Liu , Ankur Moitra

Discrete choice models (DCMs) require a priori knowledge of the utility functions, especially how tastes vary across individuals. Utility misspecification may lead to biased estimates, inaccurate interpretations and limited predictability.…

Econometrics · Economics 2022-07-04 Yafei Han , Francisco Camara Pereira , Moshe Ben-Akiva , Christopher Zegras

This paper provides a review of model selection and model averaging methods for multinomial probit models estimated using the MACML approach. The proposed approaches are partitioned into test based methods (mostly derived from the…

Methodology · Statistics 2017-04-04 Manuel Batram , Dietmar Bauer

A key element of any machine learning algorithm is the use of a function that measures the dis/similarity between data points. Given a task, such a function can be optimized with a metric learning algorithm. Although this research field has…

Machine Learning · Statistics 2019-09-05 Léo Gautheron , Emilie Morvant , Amaury Habrard , Marc Sebban

Imitation learning considerably simplifies policy synthesis compared to alternative approaches by exploiting access to expert demonstrations. For such imitation policies, errors away from the training samples are particularly critical. Even…

Machine Learning · Computer Science 2024-03-19 Kaustubh Sridhar , Souradeep Dutta , Dinesh Jayaraman , James Weimer , Insup Lee

In the mixture models problem it is assumed that there are $K$ distributions $\theta_{1},\ldots,\theta_{K}$ and one gets to observe a sample from a mixture of these distributions with unknown coefficients. The goal is to associate instances…

Machine Learning · Statistics 2013-12-02 Jason D Lee , Ran Gilad-Bachrach , Rich Caruana

With the advent of ubiquitous monitoring and measurement protocols, studies have started to focus more and more on complex, multivariate and heterogeneous datasets. In such studies, multivariate response variables are drawn from a…

Methodology · Statistics 2023-03-03 Saverio Ranciati , Veronica Vinciotti , Ernst C. Wit , Giuliano Galimberti

Missing data problems arise in many applied research studies. They may jeopardize statistical inference of the model of interest, if the missing mechanism is nonignorable, that is, the missing mechanism depends on the missing values…

Statistics Theory · Mathematics 2015-09-15 Wang Miao , Peng Ding , Zhi Geng

Continual learning in environments with shifting data distributions is a challenging problem with several real-world applications. In this paper we consider settings in which the data distribution(task) shifts abruptly and the timing of…

Machine Learning · Computer Science 2022-01-07 Mengda Xu , Sumitra Ganesh , Pranay Pasula

Efficiently learning mixture of Gaussians is a fundamental problem in statistics and learning theory. Given samples coming from a random one out of k Gaussian distributions in Rn, the learning problem asks to estimate the means and the…

Machine Learning · Computer Science 2015-03-11 Rong Ge , Qingqing Huang , Sham M. Kakade

Mixed linear regression is a well-studied problem in parametric statistics and machine learning. Given a set of samples, tuples of covariates and labels, the task of mixed linear regression is to find a small list of linear relationships…

Machine Learning · Statistics 2024-06-04 Avishek Ghosh , Arya Mazumdar

We study the problem of learning a mixture of two subspaces over $\mathbb{F}_2^n$. The goal is to recover the individual subspaces, given samples from a (weighted) mixture of samples drawn uniformly from the two subspaces $A_0$ and $A_1$.…

Data Structures and Algorithms · Computer Science 2021-02-16 Aidao Chen , Anindya De , Aravindan Vijayaraghavan

Reinforcement learning with multinomial logistic (MNL) function approximation has become an important framework due to its flexibility and broad applicability. While existing studies have established regret guarantees under worst-case…

Machine Learning · Statistics 2026-05-28 Wonyoung Kim , Min-Hwan Oh , Garud Iyengar , Assaf Zeevi

Random Utility Models (RUMs), which subsume Plackett-Luce model (PL) as a special case, are among the most popular models for preference learning. In this paper, we consider RUMs with features and their mixtures, where each alternative has…

Machine Learning · Computer Science 2022-05-04 Zhibing Zhao , Ao Liu , Lirong Xia

Deep Metric Learning (DML), a widely-used technique, involves learning a distance metric between pairs of samples. DML uses deep neural architectures to learn semantic embeddings of the input, where the distance between similar examples is…

Machine Learning · Computer Science 2021-02-16 Thomas Kobber Panum , Zi Wang , Pengyu Kan , Earlence Fernandes , Somesh Jha

Multi-label classification is an important learning problem with many applications. In this work, we propose a principled similarity-based approach for multi-label learning called SML. We also introduce a similarity-based approach for…

Machine Learning · Statistics 2017-10-31 Ryan A. Rossi , Nesreen K. Ahmed , Hoda Eldardiry , Rong Zhou

A Bernoulli Mixture Model (BMM) is a finite mixture of random binary vectors with independent dimensions. The problem of clustering BMM data arises in a variety of real-world applications, ranging from population genetics to activity…

Machine Learning · Computer Science 2019-06-18 Amir Najafi , Abolfazl Motahari , Hamid R. Rabiee

Generalised linear models for multi-class classification problems are one of the fundamental building blocks of modern machine learning tasks. In this manuscript, we characterise the learning of a mixture of $K$ Gaussians with generic means…