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Subset selection in multiple linear regression aims to choose a subset of candidate explanatory variables that tradeoff fitting error (explanatory power) and model complexity (number of variables selected). We build mathematical programming…

Machine Learning · Statistics 2020-09-04 Young Woong Park , Diego Klabjan

While model selection is a well-studied topic in parametric and nonparametric regression or density estimation, selection of possibly high-dimensional nuisance parameters in semiparametric problems is far less developed. In this paper, we…

Methodology · Statistics 2023-09-06 Yifan Cui , Eric Tchetgen Tchetgen

Many real-world systems can be described by mathematical models that are human-comprehensible, easy to analyze and help explain the system's behavior. Symbolic regression is a method that can automatically generate such models from data.…

Neural and Evolutionary Computing · Computer Science 2023-06-28 Jiří Kubalík , Erik Derner , Robert Babuška

Parsimony, including sparsity and low rank, has been shown to successfully model data in numerous machine learning and signal processing tasks. Traditionally, such modeling approaches rely on an iterative algorithm that minimizes an…

Machine Learning · Computer Science 2012-12-18 Pablo Sprechmann , Alex M. Bronstein , Guillermo Sapiro

Online system identification algorithms are widely used for monitoring, diagnostics and control by continuously adapting to time-varying dynamics. Typically, these algorithms consider a model structure that lacks parsimony and offers…

Systems and Control · Electrical Eng. & Systems 2025-04-28 Koen Classens , Rodrigo A. González , Tom Oomen

We present a new family of model selection algorithms based on the resampling heuristics. It can be used in several frameworks, do not require any knowledge about the unknown law of the data, and may be seen as a generalization of local…

Statistics Theory · Mathematics 2007-06-13 Sylvain Arlot

Model-based reinforcement learning is a powerful tool, but collecting data to fit an accurate model of the system can be costly. Exploring an unknown environment in a sample-efficient manner is hence of great importance. However, the…

Machine Learning · Computer Science 2023-04-27 Matthieu Blanke , Marc Lelarge

A method of simultaneously optimizing both the structure of neural networks and the connection weights in a single training loop can reduce the enormous computational cost of neural architecture search. We focus on the probabilistic…

Neural and Evolutionary Computing · Computer Science 2022-05-27 Shota Saito , Shinichi Shirakawa

System identification uses measurements of a dynamic system's input and output to reconstruct a mathematical model for that system. These can be mechanical, electrical, physiological, among others. Since most of the systems around us…

Systems and Control · Electrical Eng. & Systems 2022-02-28 Kiana Karami , David Westwick , Johan Schoukens

We develop a learning framework for building deformable templates, which play a fundamental role in many image analysis and computational anatomy tasks. Conventional methods for template creation and image alignment to the template have…

Computer Vision and Pattern Recognition · Computer Science 2019-10-14 Adrian V. Dalca , Marianne Rakic , John Guttag , Mert R. Sabuncu

Well-calibrated probabilistic regression models are a crucial learning component in robotics applications as datasets grow rapidly and tasks become more complex. Unfortunately, classical regression models are usually either probabilistic…

Machine Learning · Computer Science 2023-09-12 Hany Abdulsamad , Peter Nickl , Pascal Klink , Jan Peters

This work presents a novel regularization method for the identification of Nonlinear Autoregressive eXogenous (NARX) models. The regularization method promotes the exponential decay of the influence of past input samples on the current…

Systems and Control · Electrical Eng. & Systems 2022-08-22 L. H. Peeters , G. I. Beintema , M. Forgione , M. Schoukens

Time-variant reliability analysis is a critical task for ensuring the safety of engineering dynamical systems subjected to stochastic excitations. However, assessing failure probability for realistic systems with Monte-Carlo…

Methodology · Statistics 2026-05-13 Stefano Marelli , Styfen Schär , Bruno Sudret

Discovering and characterizing the large-scale topological features in empirical networks are crucial steps in understanding how complex systems function. However, most existing methods used to obtain the modular structure of networks…

Data Analysis, Statistics and Probability · Physics 2014-03-26 Tiago P. Peixoto

We introduce a new rule-based optimization method for classification with constraints. The proposed method leverages column generation for linear programming, and hence, is scalable to large datasets. The resulting pricing subproblem is…

Machine Learning · Computer Science 2025-02-07 Tabea E. Röber , Adia C. Lumadjeng , M. Hakan Akyüz , Ş. İlker Birbil

We introduce an algorithm that conjectures the structure of a permutation class in the form of a disjoint cover of "rules"; similar to generalized grid classes. The cover is usually easily verified by a human and translated into an…

Combinatorics · Mathematics 2017-05-12 Christian Bean , Bjarki Gudmundsson , Henning Ulfarsson

The identification of predictive biomarkers from a large scale of covariates for subgroup analysis has attracted fundamental attention in medical research. In this article, we propose a generalized penalized regression method with a novel…

Methodology · Statistics 2019-04-29 Chong Ma , Wenxuan Deng , Shuangge Ma , Ray Liu , Kevin Galinsky

Model structure and complexity selection remains a challenging problem in system identification, especially for parametric non-linear models. Many Evolutionary Algorithm (EA) based methods have been proposed in the literature for estimating…

Systems and Control · Electrical Eng. & Systems 2020-07-01 Dhruv Khandelwal , Maarten Schoukens , Roland Tóth

This study presents the approach to analyzing the evolution of an arbitrary complex system whose behavior is characterized by a set of different time-dependent factors. The key requirement for these factors is only that they must contain an…

Data Analysis, Statistics and Probability · Physics 2020-12-01 Anatolii V. Mokshin , Vladimir V. Mokshin , Diana A. Mirziyarova

Sparse estimation methods are aimed at using or obtaining parsimonious representations of data or models. While naturally cast as a combinatorial optimization problem, variable or feature selection admits a convex relaxation through the…

Machine Learning · Computer Science 2012-04-23 Francis Bach , Rodolphe Jenatton , Julien Mairal , Guillaume Obozinski