Related papers: Optimal-$k$ difference sequence in nonparametric r…
The motivation of this work is to improve the performance of standard stacking approaches or ensembles, which are composed of simple, heterogeneous base models, through the integration of the generation and selection stages for regression…
It seems that in the current age, computers, computation, and data have an increasingly important role to play in scientific research and discovery. This is reflected in part by the rise of machine learning and artificial intelligence,…
Diffusion probabilistic models (DPMs) represent a class of powerful generative models. Despite their success, the inference of DPMs is expensive since it generally needs to iterate over thousands of timesteps. A key problem in the inference…
Distribution regression seeks to estimate the conditional distribution of a multivariate response given a continuous covariate. This approach offers a more complete characterization of dependence than traditional regression methods.…
Regression is one of the most fundamental statistical inference problems. A broad definition of regression problems is as estimation of the distribution of an outcome using a family of probability models indexed by covariates. Despite the…
A key concept of quantum information theory is that accessing information encoded in a quantum system requires us to discriminate between several possible states the system could be in. A natural generalization of this problem, namely,…
The sparse regression problem, also known as best subset selection problem, can be cast as follows: Given a set $S$ of $n$ points in $\mathbb{R}^d$, a point $y\in \mathbb{R}^d$, and an integer $2 \leq k \leq d$, find an affine combination…
Many complex multi-target prediction problems that concern large target spaces are characterised by a need for efficient prediction strategies that avoid the computation of predictions for all targets explicitly. Examples of such problems…
Managers, employers, policymakers, and others often seek to understand whether decisions are biased against certain groups. One popular analytic strategy is to estimate disparities after adjusting for observed covariates, typically with a…
In the problem of online unweighted interval selection, the objective is to maximize the number of non-conflicting intervals accepted by the algorithm. In the conventional online model of irrevocable decisions, there is an Omega(n) lower…
With the wide adoption of machine learning techniques, requirements have evolved beyond sheer high performance, often requiring models to be trustworthy. A common approach to increase the trustworthiness of such systems is to allow them to…
The Extreme Learning Machine (ELM) is a growing statistical technique widely applied to regression problems. In essence, ELMs are single-layer neural networks where the hidden layer weights are randomly sampled from a specific distribution,…
Prediction with the possibility of abstention (or selective prediction) is an important problem for error-critical machine learning applications. While well-studied in the classification setup, selective approaches to regression are much…
Distributed machine learning systems have been receiving increasing attentions for their efficiency to process large scale data. Many distributed frameworks have been proposed for different machine learning tasks. In this paper, we study…
Stochastic variational Bayes algorithms have become very popular in the machine learning literature, particularly in the context of nonparametric Bayesian inference. These algorithms replace the true but intractable posterior distribution…
This paper proposes a statistically optimal approach for learning a function value using a confidence interval in a wide range of models, including general non-parametric estimation of an expected loss described as a stochastic programming…
With the widespread deployment of large-scale prediction systems in high-stakes domains, e.g., face recognition, criminal justice, etc., disparity in prediction accuracy between different demographic subgroups has called for fundamental…
We propose a variational method to solve all three estimation problems for nonlinear stochastic dynamical systems: prediction, filtering, and smoothing. Our new approach is based upon a proper choice of cost function, termed the {\it…
Sequential recommendation is an important task to predict the next-item to access based on a sequence of interacted items. Most existing works learn user preference as the transition pattern from the previous item to the next one, ignoring…
Comparing $K$-sample distributions is a fundamental problem in data science that arises in a wide variety of fields and applications. In this article, we introduce a maximum-of-differences approach to make such comparisons. Specifically, we…