Related papers: Ising Model Selection Using $\ell_{1}$-Regularized…
In this paper, we discuss the statistical properties of the $\ell_q$ optimization methods $(0<q\leq 1)$, including the $\ell_q$ minimization method and the $\ell_q$ regularization method, for estimating a sparse parameter from noisy…
The fundamental theorem of statistical learning states that for binary classification problems, any Empirical Risk Minimization (ERM) learning rule has close to optimal sample complexity. In this paper we seek for a generic optimal learner…
We propose a new sparse estimation method, termed MIC (Minimum approximated Information Criterion), for generalized linear models (GLM) in fixed dimensions. What is essentially involved in MIC is the approximation of the $\ell_0$-norm with…
Model-Based Reinforcement Learning (RL) is widely believed to have the potential to improve sample efficiency by allowing an agent to synthesize large amounts of imagined experience. Experience Replay (ER) can be considered a simple kind of…
This paper proposes an easy-to-use method for one-class classification: Repeated Element-wise Folding (REF). The algorithm consists of repeatedly standardizing and applying an element-wise folding operation on the one-class training data.…
A common assumption in machine learning is that samples are independently and identically distributed (i.i.d). However, the contributions of different samples are not identical in training. Some samples are difficult to learn and some…
We consider model selection and estimation for partial spline models and propose a new regularization method in the context of smoothing splines. The regularization method has a simple yet elegant form, consisting of roughness penalty on…
We consider linear models for stochastic dynamics. To any such model can be associated a network (namely a directed graph) describing which degrees of freedom interact under the dynamics. We tackle the problem of learning such a network…
Linear discriminant analysis is a widely used method for classification. However, the high dimensionality of predictors combined with small sample sizes often results in large classification errors. To address this challenge, it is crucial…
The Extreme Learning Machine (ELM) technique is a machine learning approach for constructing feed-forward neural networks with a single hidden layer and their models. The ELM model can be constructed while being trained by concurrently…
We study the fundamental problem of ReLU regression, where the goal is to fit Rectified Linear Units (ReLUs) to data. This supervised learning task is efficiently solvable in the realizable setting, but is known to be computationally hard…
Knowing the link between observed predictive variables and outcomes is crucial for making inference in any regression model. When this link is missing, partially or completely, classical estimation methods fail in recovering the true…
The study of probabilistic models for the analysis of complex networks represents a flourishing research field. Among the former, Exponential Random Graphs (ERGs) have gained increasing attention over the years. So far, only linear ERGs…
A key issue in statistics and machine learning is to automatically select the "right" model complexity, e.g., the number of neighbors to be averaged over in k nearest neighbor (kNN) regression or the polynomial degree in regression with…
Linear regression with normally distributed errors - including particular cases such as ANOVA, Student's t-test or location-scale inference - is a widely used statistical procedure. In this case the ordinary least squares estimator…
Medical images can be used to predict a clinical score coding for the severity of a disease, a pain level or the complexity of a cognitive task. In all these cases, the predicted variable has a natural order. While a standard classifier…
Students have a limited time to study and are typically ineffective at allocating study time. Machine-directed study strategies that identify which items need reinforcement and dictate the spacing of repetition have been shown to help…
Large Language Models (LLMs) excel at few-shot learning via in-context learning (ICL). However, the effectiveness of ICL is often sensitive to the selection and ordering of demonstration examples. To address this, we present MarginSel:…
We propose to address the common problem of linear estimation in linear statistical models by using a model selection approach via penalization. Depending then on the framework in which the linear statistical model is considered namely the…
Molecular profiling data (e.g., gene expression) has been used for clinical risk prediction and biomarker discovery. However, it is necessary to integrate other prior knowledge like biological pathways or gene interaction networks to…