Related papers: Regularized regression on compositional trees with…
In tree based adaptive mesh refinement, elements are partitioned between processes using a space filling curve. The curve establishes an ordering between all elements that derive from the same root element, the tree. When representing more…
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…
For data with high-dimensional covariates but small to moderate sample sizes, the analysis of single datasets often generates unsatisfactory results. The integrative analysis of multiple independent datasets provides an effective way of…
In this paper, we consider the classic measurement error regression scenario in which our independent, or design, variables are observed with several sources of additive noise. We will show that our motivating example's replicated…
We develop a continuous-time penalized regression framework for the estimation of time-varying coefficients and variable selection when both the response and covariates are It\^o semimartingales with jumps. The coefficient paths are…
This paper is concerned with the approximation of high-dimensional functions in a statistical learning setting, by empirical risk minimization over model classes of functions in tree-based tensor format. These are particular classes of…
Ren et al. recently introduced a method for aggregating multiple decision trees into a strong predictor by interpreting a path taken by a sample down each tree as a binary vector and performing linear regression on top of these vectors…
Sequential model-based optimization sequentially selects a candidate point by constructing a surrogate model with the history of evaluations, to solve a black-box optimization problem. Gaussian process (GP) regression is a popular choice as…
Machine learning algorithms are fundamental components of novel data-informed Artificial Intelligence architecture. In this domain, the imperative role of representative datasets is a cornerstone in shaping the trajectory of artificial…
The classification of imbalanced data has presented a significant challenge for most well-known classification algorithms that were often designed for data with relatively balanced class distributions. Nevertheless skewed class distribution…
Many machine learning tasks admit multiple models that perform almost equally well, a phenomenon known as predictive multiplicity. A fundamental source of this multiplicity is observational multiplicity, which arises from the stochastic…
We present a method for incorporating missing data in non-parametric statistical learning without the need for imputation. We focus on a tree-based method, Bayesian Additive Regression Trees (BART), enhanced with "Missingness Incorporated…
Covariance regression offers an effective way to model the large covariance matrix with the auxiliary similarity matrices. In this work, we propose a sparse covariance regression (SCR) approach to handle the potentially high-dimensional…
Neural networks continue to struggle with compositional generalization, and this issue is exacerbated by a lack of massive pre-training. One successful approach for developing neural systems which exhibit human-like compositional…
Many data-driven approaches exist to extract neural representations of functional magnetic resonance imaging (fMRI) data, but most of them lack a proper probabilistic formulation. We propose a group level scalable probabilistic sparse…
We propose an approach for fitting linear regression models that splits the set of covariates into groups. The optimal split of the variables into groups and the regularized estimation of the regression coefficients are performed by…
The rise of machine learning methods on heavily resource constrained devices requires not only the choice of a suitable model architecture for the target platform, but also the optimization of the chosen model with regard to execution time…
A randomized algorithm for computing a data sparse representation of a given rank structured matrix $A$ (a.k.a. an $H$-matrix) is presented. The algorithm draws on the randomized singular value decomposition (RSVD), and operates under the…
Random Forests (RF) are among the state-of-the-art in many machine learning applications. With the ongoing integration of ML models into everyday life, the deployment and continuous application of models becomes more and more an important…
This paper proposes a novel graph-based regularized regression estimator - the hierarchical feature regression (HFR) -, which mobilizes insights from the domains of machine learning and graph theory to estimate robust parameters for a…