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Structured additive distributional regression models offer a versatile framework for estimating complete conditional distributions by relating all parameters of a parametric distribution to covariates. Although these models efficiently…
Linear regression is a classic method of data analysis. In recent years, sketching -- a method of dimension reduction using random sampling, random projections, or both -- has gained popularity as an effective computational approximation…
Penalized regression has become a standard tool for model building across a wide range of application domains. Common practice is to tune the amount of penalization to tradeoff bias and variance or to optimize some other measure of…
Support Vector Machines (SVM), a popular machine learning technique, has been applied to a wide range of domains such as science, finance, and social networks for supervised learning. Whether it is identifying high-risk patients by…
Adaptive Computing is an application-agnostic outer loop framework to strategically deploy simulations and experiments to guide decision making for scale-up analysis. Resources are allocated over successive batches, which makes the…
Consider a linear model $Y=X\beta+z$, $z\sim N(0,I_n)$. Here, $X=X_{n,p}$, where both $p$ and $n$ are large, but $p>n$. We model the rows of $X$ as i.i.d. samples from $N(0,\frac{1}{n}\Omega)$, where $\Omega$ is a $p\times p$ correlation…
Unknown nonlinear dynamics can limit the performance of model-based feedforward control. The aim of this paper is to develop a feedforward control framework for systems with unknown, typically nonlinear, dynamics. To address the unknown…
Independence screening is a powerful method for variable selection for `Big Data' when the number of variables is massive. Commonly used independence screening methods are based on marginal correlations or variations of it. In many…
Motivated by the poor performance of cross-validation in settings where data are scarce, we propose a novel estimator of the out-of-sample performance of a policy in data-driven optimization.Our approach exploits the optimization problem's…
When neural networks are employed for high-stakes decision-making, it is desirable that they provide explanations for their prediction in order for us to understand the features that have contributed to the decision. At the same time, it is…
This paper addresses a class of (non-)convex optimization problems subject to general convex constraints, which pose significant challenges for traditional methods due to their inherent non-convexity and diversity. Conventional convex…
Transfer learning plays a key role in modern data analysis when: (1) the target data are scarce but the source data are sufficient; (2) the distributions of the source and target data are heterogeneous. This paper develops an interpretable…
Imputation of missing values is a strategy for handling non-responses in surveys or data loss in measurement processes, which may be more effective than ignoring them. When the variable represents a count, the literature dealing with this…
Recently, there has been considerable progress on designing algorithms with provable guarantees -- typically using linear algebraic methods -- for parameter learning in latent variable models. But designing provable algorithms for inference…
Reliable generalization metrics are fundamental to the evaluation of machine learning models. Especially in high-stakes applications where labeled target data are scarce, evaluation of models' generalization performance under distribution…
Explainable boosting machines (EBMs) are popular "glass-box" models that learn a set of univariate functions using boosting trees. These achieve explainability through visualizations of each feature's effect. However, unlike linear model…
This paper tackles the challenge of detecting unreliable behavior in regression algorithms, which may arise from intrinsic variability (e.g., aleatoric uncertainty) or modeling errors (e.g., model uncertainty). First, we formally introduce…
Data-driven science is an emerging paradigm where scientific discoveries depend on the execution of computational AI models against rich, discipline-specific datasets. With modern machine learning frameworks, anyone can develop and execute…
Adaptive monitoring of a large population of dynamic processes is critical for the timely detection of abnormal events under limited resources in many healthcare and engineering systems. Examples include the risk-based disease screening and…
Generative models typically sample outputs independently, and recent inference-time guidance and scaling algorithms focus on improving the quality of individual samples. However, in real-world applications, users are often presented with a…