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There has long been debates on how we could interpret neural networks and understand the decisions our models make. Specifically, why deep neural networks tend to be error-prone when dealing with samples that output low softmax scores. We…

Computer Vision and Pattern Recognition · Computer Science 2018-12-04 Simiao Zuo , Jialin Wu

We propose a fast inference method for Bayesian nonlinear support vector machines that leverages stochastic variational inference and inducing points. Our experiments show that the proposed method is faster than competing Bayesian…

Machine Learning · Statistics 2018-03-22 Florian Wenzel , Theo Galy-Fajou , Matthaeus Deutsch , Marius Kloft

We consider in this paper the problem of optimal experiment design where a decision maker can choose which points to sample to obtain an estimate $\hat{\beta}$ of the hidden parameter $\beta^{\star}$ of an underlying linear model. The key…

Machine Learning · Statistics 2021-01-01 Xavier Fontaine , Pierre Perrault , Michal Valko , Vianney Perchet

Many problems in classification involve huge numbers of irrelevant features. Model selection reveals the crucial features, reduces the dimensionality of feature space, and improves model interpretation. In the support vector machine…

Methodology · Statistics 2021-10-18 Alfonso Landeros , Kenneth Lange

High-dimensional linear regression under heavy-tailed noise or outlier corruption is challenging, both computationally and statistically. Convex approaches have been proven statistically optimal but suffer from high computational costs,…

Statistics Theory · Mathematics 2023-05-11 Yinan Shen , Jingyang Li , Jian-Feng Cai , Dong Xia

Feature selection is among the most important components because it not only helps enhance the classification accuracy, but also or even more important provides potential biomarker discovery. However, traditional multivariate methods is…

Computer Vision and Pattern Recognition · Computer Science 2016-05-26 Yilun Wang , Zhiqiang Li , Yifeng Wang , Xiaona Wang , Junjie Zheng , Xujuan Duan , Huafu Chen

The parameters of support vector machines (SVMs) such as the penalty parameter and the kernel parameters have a great impact on the classification accuracy and the complexity of the SVM model. Therefore, the model selection in SVM involves…

Machine Learning · Computer Science 2020-07-13 Alaa Tharwat

In the recent literature, Support Vector Regression (SVR) has been cited as one of the weakest performers on the California Housing benchmark dataset, with Preethi et al. (2025)specifically ranking it last among the algorithms they tested,…

Machine Learning · Computer Science 2026-05-12 Emmanuel Adutwum

Big Data often presents as massive non-probability samples. Not only is the selection mechanism often unknown, but larger data volume amplifies the relative contribution of selection bias to total error. Existing bias adjustment approaches…

Methodology · Statistics 2022-03-29 Ali Rafei , Carol A. C. Flannagan , Brady T. West , Michael R. Elliott

We propose a new convex loss for Support Vector Machines, both for the binary classification and for the regression models. Therefore, we show the mathematical derivation of the dual problems and we experiment with them on several small…

Machine Learning · Computer Science 2026-03-02 Filippo Portera

Despite their popularity, machine learning predictions are sensitive to potential unobserved predictors. This paper proposes a general algorithm that assesses how the omission of an unobserved variable with high explanatory power could…

This paper analyzes a new regularized learning scheme for high dimensional partially linear support vector machine. The proposed approach consists of an empirical risk and the Lasso-type penalty for linear part, as well as the standard…

Statistics Theory · Mathematics 2020-06-08 Yifan Xia , Yongchao Hou , Shaogao Lv

In this paper, we consider asymptotic properties of the support vector machine (SVM) in high-dimension, low-sample-size (HDLSS) settings. We show that the hard-margin linear SVM holds a consistency property in which misclassification rates…

Machine Learning · Statistics 2017-02-28 Yugo Nakayama , Kazuyoshi Yata , Makoto Aoshima

Bayesian nonparametric regression under a rescaled Gaussian process prior offers smoothness-adaptive function estimation with near minimax-optimal error rates. Hierarchical extensions of this approach, equipped with stochastic variable…

Statistics Theory · Mathematics 2020-12-15 Sheng Jiang , Surya T. Tokdar

In this paper, we introduce a family of robust estimates for the parametric and nonparametric components under a generalized partially linear model, where the data are modeled by $y_i|(\mathbf{x}_i,t_i)\sim F(\cdot,\mu_i)$ with…

Methodology · Statistics 2011-11-10 Graciela Boente , Xuming He , Jianhui Zhou

High-dimensional regression specification and analysis is a complex and active area of research in statistics, machine learning, and econometrics. This paper proposes a new approach, Boosting with Multiple Testing (BMT), which combines…

Econometrics · Economics 2026-02-24 George Kapetanios , Vasilis Sarafidis , Alexia Ventouri

In this work we study binary classification problems where we assume that our training data is subject to uncertainty, i.e. the precise data points are not known. To tackle this issue in the field of robust machine learning the aim is to…

Machine Learning · Computer Science 2022-03-04 Jannis Kurtz

In safety-critical deep learning applications, robustness measures the ability of neural models that handle imperceptible perturbations in input data, which may lead to potential safety hazards. Existing pre-deployment robustness assessment…

Machine Learning · Computer Science 2025-08-27 Wenchuan Mu , Kwan Hui Lim

ProBoost, a new boosting algorithm for probabilistic classifiers, is proposed in this work. This algorithm uses the epistemic uncertainty of each training sample to determine the most challenging/uncertain ones; the relevance of these…

High-dimensional covariates often admit linear factor structure. To effectively screen correlated covariates in high-dimension, we propose a conditional variable screening test based on non-parametric regression using neural networks due to…

Econometrics · Economics 2024-08-21 Jianqing Fan , Weining Wang , Yue Zhao
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