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Minimizing the rank of a matrix subject to constraints is a challenging problem that arises in many applications in control theory, machine learning, and discrete geometry. This class of optimization problems, known as rank minimization, is…

Optimization and Control · Mathematics 2016-11-17 Benjamin Recht , Weiyu Xu , Babak Hassibi

This paper proves, in very general settings, that convex risk minimization is a procedure to select a unique conditional probability model determined by the classification problem. Unlike most previous work, we give results that are general…

Machine Learning · Computer Science 2015-06-16 Matus Telgarsky , Miroslav Dudík , Robert Schapire

The paper studies binary classification and aims at estimating the underlying regression function which is the conditional expectation of the class labels given the inputs. The regression function is the key component of the Bayes optimal…

Machine Learning · Statistics 2019-03-26 Balázs Csanád Csáji , Ambrus Tamás

This paper studies binary classification problem associated with a family of loss functions called large-margin unified machines (LUM), which offers a natural bridge between distribution-based likelihood approaches and margin-based…

Machine Learning · Statistics 2019-08-14 Jun Fan , Dao-Hong Xiang

We study the binary choice problem in a data-rich environment with asymmetric loss functions. The econometrics literature covers nonparametric binary choice problems but does not offer computationally attractive solutions in data-rich…

Econometrics · Economics 2025-11-05 Andrii Babii , Xi Chen , Eric Ghysels , Rohit Kumar

This paper provides an overview of results and concepts in minimax robust hypothesis testing for two and multiple hypotheses. It starts with an introduction to the subject, highlighting its connection to other areas of robust statistics and…

Information Theory · Computer Science 2021-05-21 Michael Fauß , Abdelhak M. Zoubir , H. Vincent Poor

This work considers the problem of binary classification: given training data $x_1, \dots, x_n$ from a certain population, together with associated labels $y_1,\dots, y_n \in \left\{0,1 \right\}$, determine the best label for an element $x$…

Statistics Theory · Mathematics 2016-07-04 Nicolas Garcia Trillos , Ryan Murray

In this paper, we study the detection boundary for minimax hypothesis testing in the context of high-dimensional, sparse binary regression models. Motivated by genetic sequencing association studies for rare variant effects, we investigate…

Statistics Theory · Mathematics 2015-03-06 Rajarshi Mukherjee , Natesh S. Pillai , Xihong Lin

We explore the role of group symmetries in binary classification tasks, presenting a novel framework that leverages the principles of Neyman-Pearson optimality. Contrary to the common intuition that larger symmetry groups lead to improved…

Machine Learning · Computer Science 2024-08-19 Vishal S. Ngairangbam , Michael Spannowsky

Under the null hypothesis, the marginal probability of the positive response is symmetric at any specified correlated coefficient, and the discordance probability is also symmetric to the positive response probability. The marginal…

Methodology · Statistics 2022-11-11 Guanghui Huang

Fisher-consistent loss functions play a fundamental role in the construction of successful binary margin-based classifiers. In this paper we establish the Fisher-consistency condition for multicategory classification problems. Our approach…

Applications · Statistics 2009-01-27 Hui Zou , Ji Zhu , Trevor Hastie

This paper considers an optimization problem for a dynamical system whose evolution depends on a collection of binary decision variables. We develop scalable approximation algorithms with provable suboptimality bounds to provide…

Optimization and Control · Mathematics 2016-10-31 Insoon Yang , Samuel A. Burden , Ram Rajagopal , S. Shankar Sastry , Claire J. Tomlin

Variance in predictions across different trained models is a significant, under-explored source of error in fair binary classification. In practice, the variance on some data examples is so large that decisions can be effectively arbitrary.…

This paper deals with the binary classification task when the target class has the lower probability of occurrence. In such situation, it is not possible to build a powerful classifier by using standard methods such as logistic regression,…

Machine Learning · Statistics 2015-02-26 Cheikh Ndour , Aliou Diop , Simplice Dossou-Gbété

We provide a unifying view of statistical information measures, multi-way Bayesian hypothesis testing, loss functions for multi-class classification problems, and multi-distribution $f$-divergences, elaborating equivalence results between…

Statistics Theory · Mathematics 2017-09-12 John C. Duchi , Khashayar Khosravi , Feng Ruan

Emerging applications of sensor networks for detection sometimes suggest that classical problems ought be revisited under new assumptions. This is the case of binary hypothesis testing with independent - but not necessarily identically…

Information Theory · Computer Science 2019-03-27 Stefano Marano , Peter Willett

In strategic classification, agents manipulate their features, at a cost, to receive a positive classification outcome from the learner's classifier. The goal of the learner in such settings is to learn a classifier that is robust to…

Machine Learning · Computer Science 2024-10-04 Emily Diana , Saeed Sharifi-Malvajerdi , Ali Vakilian

Eigenvector perturbation analysis plays a vital role in various data science applications. A large body of prior works, however, focused on establishing $\ell_{2}$ eigenvector perturbation bounds, which are often highly inadequate in…

Statistics Theory · Mathematics 2022-07-06 Gen Li , Changxiao Cai , H. Vincent Poor , Yuxin Chen

We develop our previous works concerning the identification of the collection of significant factors determining some, in general, non-binary random response variable. Such identification is important, e.g., in biological and medical…

Statistics Theory · Mathematics 2014-06-05 Alexander V. Bulinski , Alexander S. Rakitko

Linear algebra expressions, which play a central role in countless scientific computations, are often computed via a sequence of calls to existing libraries of building blocks (such as those provided by BLAS and LAPACK). A sequence…

Performance · Computer Science 2024-08-15 Aravind Sankaran , Paolo Bientinesi