Related papers: On the Selection of Tuning Parameters for Patch-St…
Fitting a data set with a parametrized model can be seen geometrically as finding the global minimum of the chi^2 hypersurface, depending on a set of parameters {P_i}. This is usually done using the Levenberg-Marquardt algorithm. The main…
Dimension reduction algorithms are a crucial part of many data science pipelines, including data exploration, feature creation and selection, and denoising. Despite their wide utilization, many non-linear dimension reduction algorithms are…
Embeddings are a basic initial feature extraction step in many machine learning models, particularly in natural language processing. An embedding attempts to map data tokens to a low-dimensional space where similar tokens are mapped to…
Recent literature provides many computational and modeling approaches for covariance matrices estimation in a penalized Gaussian graphical models but relatively little study has been carried out on the choice of the tuning parameter. This…
The goal of Feature Selection - comprising filter, wrapper, and embedded approaches - is to find the optimal feature subset for designated downstream tasks. Nevertheless, current feature selection methods are limited by: 1) the selection…
We present a novel, domain-agnostic, model-independent, unsupervised, and universally applicable Machine Learning approach for dimensionality reduction based on the principles of algorithmic complexity. Specifically, but without loss of…
Dimension reduction is often the first step in statistical modeling or prediction of multivariate spatial data. However, most existing dimension reduction techniques do not account for the spatial correlation between observations and do not…
Sampling methods (e.g., node-wise, layer-wise, or subgraph) has become an indispensable strategy to speed up training large-scale Graph Neural Networks (GNNs). However, existing sampling methods are mostly based on the graph structural…
We introduce a novel method that enables parameter-efficient transfer and multi-task learning with deep neural networks. The basic approach is to learn a model patch - a small set of parameters - that will specialize to each task, instead…
Machine learning algorithms are optimized to model statistical properties of the training data. If the input data reflects stereotypes and biases of the broader society, then the output of the learning algorithm also captures these…
This paper presents an effective normal estimation method adopting multi-patch stitching for an unstructured point cloud. The majority of learning-based approaches encode a local patch around each point of a whole model and estimate the…
We consider the problem of detecting change-points in univariate time series by fitting a continuous piecewise linear signal using the residual sum of squares. Values of the inferred signal at slope breaks are restricted to a finite set of…
Contamination can severely distort an estimator unless the estimation procedure is suitably robust. This is a well-known issue and has been addressed in Robust Statistics, however, the relation of contamination and distorted variable…
Structured pruning is an effective approach for compressing large pre-trained neural networks without significantly affecting their performance. However, most current structured pruning methods do not provide any performance guarantees, and…
In various data settings, it is necessary to compare observations from disparate data sources. We assume the data is in the dissimilarity representation and investigate a joint embedding method that results in a commensurate representation…
Node embedding methods find latent lower-dimensional representations which are used as features in machine learning models. In the last few years, these methods have become extremely popular as a replacement for manual feature engineering.…
We consider the fundamental problem of matching a template to a signal. We do so by M-estimation, which encompasses procedures that are robust to gross errors (i.e., outliers). Using standard results from empirical process theory, we derive…
Tuning parameters are parameters involved in an estimating procedure for the purpose of reducing the risk of some other estimator. Examples include the degree of penalization in penalized regression and likelihood problems, as well as the…
Fitting models with high predictive accuracy that include all relevant but no irrelevant or redundant features is a challenging task on data sets with similar (e.g. highly correlated) features. We propose the approach of tuning the…
The performance of penalized likelihood approaches depends profoundly on the selection of the tuning parameter; however, there is no commonly agreed-upon criterion for choosing the tuning parameter. Moreover, penalized likelihood estimation…