Related papers: Sparse-group boosting -- Unbiased group and variab…

We introduce the spike-and-slab group lasso (SSGL) for Bayesian estimation and variable selection in linear regression with grouped variables. We further extend the SSGL to sparse generalized additive models (GAMs), thereby introducing the…

This paper is about variable selection, clustering and estimation in an unsupervised high-dimensional setting. Our approach is based on fitting constrained Gaussian mixture models, where we learn the number of clusters $K$ and the set of…

This paper develops a theory for group Lasso using a concept called strong group sparsity. Our result shows that group Lasso is superior to standard Lasso for strongly group-sparse signals. This provides a convincing theoretical…

We present a Bayesian method for feature selection in the presence of grouping information with sparsity on the between- and within group level. Instead of using a stochastic algorithm for parameter inference, we employ expectation…

Deep generative models are effective methods of modeling data. However, it is not easy for a single generative model to faithfully capture the distributions of complex data such as images. In this paper, we propose an approach for boosting…

There has been a lot of work fitting Ising models to multivariate binary data in order to understand the conditional dependency relationships between the variables. However, additional covariates are frequently recorded together with the…

We consider a problem of estimating a sparse group of sparse normal mean vectors. The proposed approach is based on penalized likelihood estimation with complexity penalties on the number of nonzero mean vectors and the numbers of their…

In this work, we propose data augmentation via pairwise mixup across subgroups to improve group fairness. Many real-world applications of machine learning systems exhibit biases across certain groups due to under-representation or training…

Approximations to Gaussian processes based on inducing variables, combined with variational inference techniques, enable state-of-the-art sparse approaches to infer GPs at scale through mini batch-based learning. In this work, we address…

We present a new algorithm for boosting generalized additive models for location, scale and shape (GAMLSS) that allows to incorporate stability selection, an increasingly popular way to obtain stable sets of covariates while controlling the…

Within machine learning, the supervised learning field aims at modeling the input-output relationship of a system, from past observations of its behavior. Decision trees characterize the input-output relationship through a series of nested…

We consider a nonparametric additive model of a conditional mean function in which the number of variables and additive components may be larger than the sample size but the number of nonzero additive components is "small" relative to the…

We present a new optimization method for the group selection problem in linear regression. In this problem, predictors are assumed to have a natural group structure and the goal is to select a small set of groups that best fits the…

Group-based sparsity models are proven instrumental in linear regression problems for recovering signals from much fewer measurements than standard compressive sensing. The main promise of these models is the recovery of "interpretable"…

Selective inference methods are developed for group lasso estimators for use with a wide class of distributions and loss functions. The method includes the use of exponential family distributions, as well as quasi-likelihood modeling for…

Sparse modeling is a powerful framework for data analysis and processing. Traditionally, encoding in this framework is performed by solving an L1-regularized linear regression problem, commonly referred to as Lasso or Basis Pursuit. In this…

Nowadays, several data analysis problems require for complexity reduction, mainly meaning that they target at removing the non-influential covariates from the model and at delivering a sparse model. When categorical covariates are present,…

In boosting, we aim to leverage multiple weak learners to produce a strong learner. At the center of this paradigm lies the concept of building the strong learner as a voting classifier, which outputs a weighted majority vote of the weak…

A common goal in comparative effectiveness research is to estimate treatment effects on pre-specified subpopulations of patients. Though widely used in medical research, causal inference methods for such subgroup analysis remain…

Boosting is a commonly used technique to enhance the performance of a set of base models by combining them into a strong ensemble model. Though widely adopted, boosting is typically used in supervised learning where the data is labeled…