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We present an integrated approach for structure and parameter estimation in latent tree graphical models. Our overall approach follows a "divide-and-conquer" strategy that learns models over small groups of variables and iteratively merges…
Regression trees and their ensemble methods are popular methods for nonparametric regression: they combine strong predictive performance with interpretable estimators. To improve their utility for locally smooth response surfaces, we study…
Randomized algorithms, such as randomized sketching or stochastic optimization, are a promising approach to ease the computational burden in analyzing large datasets. However, randomized algorithms also produce non-deterministic outputs,…
We introduce a new class of tree-based models, P-Trees, for analyzing (unbalanced) panel of individual asset returns, generalizing high-dimensional sorting with economic guidance and interpretability. Under the mean-variance efficient…
Despite their tremendous success and versatility, Deep Neural Networks (DNNs) such as Large Language Models (LLMs) suffer from inference inefficiency and rely on advanced computational infrastructure. To address these challenges and make…
Decision tree optimization is fundamental to interpretable machine learning. The most popular approach is to greedily search for the best feature at every decision point, which is fast but provably suboptimal. Recent approaches find the…
Learning general latent-variable probabilistic graphical models is a key theoretical challenge in machine learning and artificial intelligence. All previous methods, including the EM algorithm and the spectral algorithms, face severe…
This paper considers a distributed stochastic strongly convex optimization, where agents connected over a network aim to cooperatively minimize the average of all agents' local cost functions. Due to the stochasticity of gradient estimation…
Distributed algorithms for solving coupled semidefinite programs (SDPs) commonly require many iterations to converge. They also put high computational demand on the computational agents. In this paper we show that in case the coupled…
Data partitioning that maximizes/minimizes the Shannon entropy, or more generally the R\'enyi entropy is a crucial subroutine in data compression, columnar storage, and cardinality estimation algorithms. These partition algorithms can be…
We study how to utilize (possibly machine-learned) predictions in a model for computing under uncertainty in which an algorithm can query unknown data. The goal is to minimize the number of queries needed to solve the problem. We consider…
The goal of branch length estimation in phylogenetic inference is to estimate the divergence time between a set of sequences based on compositional differences between them. A number of software is currently available facilitating branch…
This article provides convergence analysis of online stochastic gradient descent algorithms for functional linear models. Adopting the characterizations of the slope function regularity, the kernel space capacity, and the capacity of the…
Near-term quantum devices with limited qubits motivate the study of space-bounded quantum computation in the data stream model. We show that Shannon entropy estimation exhibits an exponential separation between quantum and classical space…
Expressive text encoders such as RNNs and Transformer Networks have been at the center of NLP models in recent work. Most of the effort has focused on sentence-level tasks, capturing the dependencies between words in a single sentence, or…
We introduce a unified framework for random forest prediction error estimation based on a novel estimator of the conditional prediction error distribution function. Our framework enables simple plug-in estimation of key prediction…
Remarkable achievements have been attained by deep neural networks in various applications. However, the increasing depth and width of such models also lead to explosive growth in both storage and computation, which has restricted the…
Expert estimation of objects takes place when there are no benchmark values of object weights, but these weights still have to be defined. That is why it is problematic to define the efficiency of expert estimation methods. We propose to…
Information spreads across social and technological networks, but often the network structures are hidden from us and we only observe the traces left by the diffusion processes, called cascades. Can we recover the hidden network structures…
Algorithmic entropy and Shannon entropy are two conceptually different information measures, as the former is based on size of programs and the later in probability distributions. However, it is known that, for any recursive probability…