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Class imbalance and distributional differences in large datasets present significant challenges for classification tasks machine learning, often leading to biased models and poor predictive performance for minority classes. This work…

Machine Learning · Statistics 2024-12-20 Alex Mak , Shubham Sahoo , Shivani Pandey , Yidan Yue , Linglong Kong

We introduce a very general method for sparse and large-scale variable selection. The large-scale regression settings is such that both the number of parameters and the number of samples are extremely large. The proposed method is based on…

Statistics Theory · Mathematics 2019-07-31 Jelena Bradic

Subsampling from a large data set is useful in many supervised learning contexts to provide a global view of the data based on only a fraction of the observations. Diverse (or space-filling) subsampling is an appealing subsampling approach…

Methodology · Statistics 2023-11-27 Boyang Shang , Daniel W. Apley , Sanjay Mehrotra

Data subsampling has become widely recognized as a tool to overcome computational and economic bottlenecks in analyzing massive datasets. We contribute to the development of adaptive design for estimation of finite population…

Methodology · Statistics 2024-07-08 Henrik Imberg , Xiaomi Yang , Carol Flannagan , Jonas Bärgman

Subsampling is a widely used and effective approach for addressing the computational challenges posed by massive datasets. Substantial progress has been made in developing non-uniform, probability-based subsampling schemes that prioritize…

Methodology · Statistics 2026-05-07 Dingyi Wang , Haiying Wang , Qingpei Hu

Subsampling or subdata selection is a useful approach in large-scale statistical learning. Most existing studies focus on model-based subsampling methods which significantly depend on the model assumption. In this paper, we consider the…

Methodology · Statistics 2022-09-09 Mei Zhang , Yongdao Zhou , Zheng Zhou , Aijun Zhang

Model selection requires repeatedly evaluating models on a given dataset and measuring their relative performances. In modern applications of machine learning, the models being considered are increasingly more expensive to evaluate and the…

Machine Learning · Computer Science 2020-10-21 Anant Raj , Cameron Musco , Lester Mackey , Nicolo Fusi

The use of massive survival data has become common in survival analysis. In this study, a subsampling algorithm is proposed for the Cox proportional hazards model with time-dependent covariates when the sample is extraordinarily large but…

Computation · Statistics 2023-02-07 Nan Qiao , Wangcheng Li , Feng Xiao , Cunjie Lin , Yong Zhou

The least squares method allows fitting parameters of a mathematical model from experimental data. This article proposes a general approach of this method. After introducing the method and giving a formal definition, the transitivity of the…

Optimization and Control · Mathematics 2015-02-27 Benjamin Lenoir

We describe a very simple method for `consistent sampling' that allows for sampling with replacement. The method extends previous approaches to consistent sampling, which assign a pseudorandom real number to each element, and sample those…

Data Structures and Algorithms · Computer Science 2018-08-31 Ronald L. Rivest

An integral part of many algorithms for S-estimators of linear regression is random subsampling. For problems with only continuous predictors simple random subsampling is a reliable method to generate initial coefficient estimates that can…

Computation · Statistics 2012-08-29 Manuel Koller

Extraordinary amounts of data are being produced in many branches of science. Proven statistical methods are no longer applicable with extraordinary large data sets due to computational limitations. A critical step in big data analysis is…

Methodology · Statistics 2019-06-27 HaiYing Wang , Min Yang , John Stufken

Stochastic equations play an important role in computational science, due to their ability to treat a wide variety of complex statistical problems. However, current algorithms are strongly limited by their sampling variance, which scales…

Numerical Analysis · Mathematics 2017-01-04 Bogdan Opanchuk , Simon Kiesewetter , Peter D. Drummond

A class of random graph models is considered, combining features of exponential-family models and latent structure models, with the goal of retaining the strengths of both of them while reducing the weaknesses of each of them. An open…

Computation · Statistics 2020-07-21 Sergii Babkin , Jonathan Stewart , Xiaochen Long , Michael Schweinberger

In the realm of contemporary data analysis, the use of massive datasets has taken on heightened significance, albeit often entailing considerable demands on computational time and memory. While a multitude of existing works offer optimal…

Methodology · Statistics 2024-06-21 Tal Agassi , Nir Keret , Malka Gorfine

The selection of best variables is a challenging problem in supervised and unsupervised learning, especially in high dimensional contexts where the number of variables is usually much larger than the number of observations. In this paper,…

Methodology · Statistics 2024-04-01 Benoit Liquet , Sarat Moka , Samuel Muller

With appropriately chosen sampling probabilities, sampling-based random projection can be used to implement large-scale statistical methods, substantially reducing computational cost while maintaining low statistical error. However,…

Machine Learning · Statistics 2026-01-13 Yifan Chen , Yun Yang

We consider a measurement constrained supervised learning problem, that is, (1) full sample of the predictors are given; (2) the response observations are unavailable and expensive to measure. Thus, it is ideal to select a subsample of…

Methodology · Statistics 2020-10-26 Cheng Meng , Rui Xie , Abhyuday Mandal , Xinlian Zhang , Wenxuan Zhong , Ping Ma

Non-probability sampling, for example in the form of online panels, has become a fast and cheap method to collect data. While reliable inference tools are available for classical probability samples, non-probability samples can yield…

Methodology · Statistics 2022-04-05 Gerhard Tutz

We consider the problem of subspace estimation in situations where the number of available snapshots and the observation dimension are comparable in magnitude. In this context, traditional subspace methods tend to fail because the…

Information Theory · Computer Science 2016-11-15 Pascal Vallet , Philippe Loubaton , Xavier Mestre