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Regularization is a popular technique in machine learning for model estimation and avoiding overfitting. Prior studies have found that modern ordered regularization can be more effective in handling highly correlated, high-dimensional data…
Randomized quantum algorithms have been proposed in the context of quantum simulation and quantum linear algebra with the goal of constructing shallower circuits than methods based on block encodings. While the algorithmic complexities of…
In performative learning, the data distribution reacts to the deployed model - for example, because strategic users adapt their features to game it - which creates a more complex dynamic than in classical supervised learning. One should…
Variational regularization and the quasisolutions method are justified for unbounded closed, possibly nonlinear, operators. The argument is quite simple and yields general results.
Machine learning is a powerful tool for predicting human-related outcomes, from credit scores to heart attack risks. But when deployed, learned models also affect how users act in order to improve outcomes, whether predicted or real. The…
This paper presents the benefits of using randomized neural networks instead of standard basis functions or deep neural networks to approximate the solutions of optimal stopping problems. The key idea is to use neural networks, where the…
This survey describes probabilistic algorithms for linear algebra computations, such as factorizing matrices and solving linear systems. It focuses on techniques that have a proven track record for real-world problem instances. The paper…
The many-normal-means problem is a classic example that motivates the development of many important inferential procedures in the history of statistics. In this short note, we consider a further special case of the problem, which involves…
It is well known that popular optimization techniques can lead to overfitting or even a lack of convergence altogether; thus, practitioners often utilize ad hoc regularization terms added to the energy functional. When carefully crafted,…
Neural networks have become standard tools in the analysis of data, but they lack comprehensive mathematical theories. For example, there are very few statistical guarantees for learning neural networks from data, especially for classes of…
In this article we determine several theorems and methods for solving linear congruences and systems of linear congruences, and we find the number of distinct solutions. Many examples of solving congruences are given.
Regularization techniques such as the lasso (Tibshirani 1996) and elastic net (Zou and Hastie 2005) can be used to improve regression model coefficient estimation and prediction accuracy, as well as to perform variable selection. Ordinal…
We study the stability of regularization by projection for solving linear inverse problems if the forward operator is given indirectly but specified via some input-output training pairs. We extend the approach in "Data driven regularization…
Emergent behaviors are in the focus of recent research interest. It is then of considerable importance to investigate what optimizations suit the learning and prediction of chaotic systems, the putative candidates for emergence. We have…
In recent years, mixup regularization has gained popularity as an effective way to improve the generalization performance of deep learning models by training on convex combinations of training data. While many mixup variants have been…
There exist efficient algorithms to project a point onto the intersection of a convex cone and an affine subspace. Those conic projections are in turn the work-horse of a range of algorithms in conic optimization, having a variety of…
This paper focuses on regularisation methods using models up to the third order to search for up to second-order critical points of a finite-sum minimisation problem. The variant presented belongs to the framework of [3]: it employs random…
Kernel based regularized interpolation is a well known technique to approximate a continuous multivariate function using a set of scattered data points and the corresponding function evaluations, or data values. This method has some…
Many real-world applications are addressed through a linear least-squares problem formulation, whose solution is calculated by means of an iterative approach. A huge amount of studies has been carried out in the optimization field to…
Regularized linear models, such as Lasso, have attracted great attention in statistical learning and data science. However, there is sporadic work on constructing efficient data collection for regularized linear models. In this work, we…