Related papers: A Computational Exploration of Emerging Methods of…
We consider the problem of unconstrained minimization of a smooth objective function in $\R^n$ in a setting where only function evaluations are possible. While importance sampling is one of the most popular techniques used by machine…
Similar to variable selection in the linear regression model, selecting significant components in the popular additive regression model is of great interest. However, such components are unknown smooth functions of independent variables,…
The support vector machine (SVM) algorithm is well known to the computer learning community for its very good practical results. The goal of the present paper is to study this algorithm from a statistical perspective, using tools of…
As large language model agents tackle increasingly complex long-horizon tasks, effective post-training becomes critical. Prior work faces fundamental challenges: outcome-only rewards fail to precisely attribute credit to intermediate steps,…
Probabilistic programming is the idea of writing models from statistics and machine learning using program notations and reasoning about these models using generic inference engines. Recently its combination with deep learning has been…
This paper aims at improving the classification accuracy of a Support Vector Machine (SVM) classifier with Sequential Minimal Optimization (SMO) training algorithm in order to properly classify failure and normal instances from oil and gas…
Variable selection in linear regression settings is a much discussed problem. Best subset selection (BSS) is often considered the intuitive 'gold standard', with its use being restricted only by its NP-hard nature. Alternatives such as the…
For machine learning models trained with limited labeled training data, validation stands to become the main bottleneck to reducing overall annotation costs. We propose a statistical validation algorithm that accurately estimates the…
We propose a ranking and selection procedure to prioritize relevant predictors and control false discovery proportion (FDP) of variable selection. Our procedure utilizes a new ranking method built upon the de-sparsified Lasso estimator. We…
Support vector machines (SVMs) are widely used and constitute one of the best examined and used machine learning models for two-class classification. Classification in SVM is based on a score procedure, yielding a deterministic…
High-dimensional, low sample-size (HDLSS) data problems have been a topic of immense importance for the last couple of decades. There is a vast literature that proposed a wide variety of approaches to deal with this situation, among which…
Parameter-Efficient Fine-Tuning (PEFT) methods have gained significant popularity for adapting pre-trained Large Language Models (LLMs) to downstream tasks, primarily due to their potential to significantly reduce memory and computational…
An accurate load forecasting has always been one of the main indispensable parts in the operation and planning of power systems. Among different time horizons of forecasting, while short-term load forecasting (STLF) and long-term load…
The current study proposes a dimension reduction method, stepwise support vector machine (SVM), to reduce the dimensions of large p small n datasets. The proposed method is compared with other dimension reduction methods, namely, the…
Support vector machines (SVMs) are special kernel based methods and belong to the most successful learning methods since more than a decade. SVMs can informally be described as a kind of regularized M-estimators for functions and have…
Driven by applications in telecommunication networks, we explore the simulation task of estimating rare event probabilities for tandem queues in their steady state. Existing literature has recognized that importance sampling methods can be…
Feature weighting algorithms try to solve a problem of great importance nowadays in machine learning: The search of a relevance measure for the features of a given domain. This relevance is primarily used for feature selection as feature…
The true population-level importance of a variable in a prediction task provides useful knowledge about the underlying data-generating mechanism and can help in deciding which measurements to collect in subsequent experiments. Valid…
We propose two algorithms for boosting random Fourier feature models for approximating high-dimensional functions. These methods utilize the classical and generalized analysis of variance (ANOVA) decomposition to learn low-order functions,…
Factor importance measures the impact of each feature on output prediction accuracy. Many existing works focus on the model-based importance, but an important feature in one learning algorithm may hold little significance in another model.…