Related papers: Why resampling outperforms reweighting for correct…
Supervised learning under measurement constraints is a common challenge in statistical and machine learning. In many applications, despite extensive design points, acquiring responses for all points is often impractical due to resource…
We introduce data structures for solving robust regression through stochastic gradient descent (SGD) by sampling gradients with probability proportional to their norm, i.e., importance sampling. Although SGD is widely used for large scale…
Two-class classification problems are often characterized by an imbalance between the number of majority and minority datapoints resulting in poor classification of the minority class in particular. Traditional approaches, such as…
Modern machine learning models (such as deep neural networks and boosting decision tree models) have become increasingly popular in financial market prediction, due to their superior capacity to extract complex non-linear patterns. However,…
Imbalanced data, where the positive samples represent only a small proportion compared to the negative samples, makes it challenging for classification problems to balance the false positive and false negative rates. A common approach to…
Stochastic restoration algorithms allow to explore the space of solutions that correspond to the degraded input. In this paper we reveal additional fundamental advantages of stochastic methods over deterministic ones, which further motivate…
An overarching goal in machine learning is to build a generalizable model with few samples. To this end, overparameterization has been the subject of immense interest to explain the generalization ability of deep nets even when the size of…
We examine the use of different randomisation policies for stochastic gradient algorithms used in sampling, based on first-order (or overdamped) Langevin dynamics, the most popular of which is known as Stochastic Gradient Langevin Dynamics.…
There are many real-world classification problems wherein the issue of data imbalance (the case when a data set contains substantially more samples for one/many classes than the rest) is unavoidable. While under-sampling the problematic…
Machine learning techniques always aim to reduce the generalized prediction error. In order to reduce it, ensemble methods present a good approach combining several models that results in a greater forecasting capacity. The Random Machines…
Computer simulations of complex population genetic models are an essential tool for making sense of the large-scale datasets of multiple genome sequences from a single species that are becoming increasingly available. A widely used approach…
The aim of this paper is twofold. First, three theoretical principles are formalized: randomization, overrepresentation and restriction. We develop these principles and give a rationale for their use in choosing the sampling design in a…
Assisted by the availability of data and high performance computing, deep learning techniques have achieved breakthroughs and surpassed human performance empirically in difficult tasks, including object recognition, speech recognition, and…
In the time of Big Data, training complex models on large-scale data sets is challenging, making it appealing to reduce data volume for saving computation resources by subsampling. Most previous works in subsampling are weighted methods…
The fields of machine learning and mathematical optimization increasingly intertwined. The special topic on supervised learning and convex optimization examines this interplay. The training part of most supervised learning algorithms can…
Data imbalance remains one of the open challenges in the contemporary machine learning. It is especially prevalent in case of medical data, such as histopathological images. Traditional data-level approaches for dealing with data imbalance…
Under-bagging (UB), which combines under-sampling and bagging, is a popular ensemble learning method for training classifiers on an imbalanced data. Using bagging to reduce the increased variance caused by the reduction in sample size due…
Given a sample of size $N$, it is often useful to select a subsample of smaller size $n<N$ to be used for statistical estimation or learning. Such a data selection step is useful to reduce the requirements of data labeling and the…
In the training of large deep neural networks, there is a need for vast amounts of training data. To meet this need, data is collected from multiple domains, such as Wikipedia and GitHub. These domains are heterogeneous in both data quality…
Dataset replication is a useful tool for assessing whether improvements in test accuracy on a specific benchmark correspond to improvements in models' ability to generalize reliably. In this work, we present unintuitive yet significant ways…