Related papers: Naive imputation implicitly regularizes high-dimen…
Stochastic gradient methods are central to modern large-scale learning, but their use with incomplete covariates remains delicate since imputation schemes generally introduce systematic gradient biases, as shown for linear models. In this…
We present single imputation method for missing values which borrows the idea of data depth---a measure of centrality defined for an arbitrary point of a space with respect to a probability distribution or data cloud. This consists in…
An efficient monotone data augmentation (MDA) algorithm is proposed for missing data imputation for incomplete multivariate nonnormal data that may contain variables of different types, and are modeled by a sequence of regression models…
This work proposes a non-iterative strategy for missing value imputations which is guided by similarity between observations, but instead of explicitly determining distances or nearest neighbors, it assigns observations to overlapping…
Many techniques for handling missing data have been proposed in the literature. Most of these techniques are overly complex. This paper explores an imputation technique based on rough set computations. In this paper, characteristic…
Supervised learning with missing data aims at building the best prediction of a target output based on partially-observed inputs. Major approaches to address this problem can be decomposed into $(i)$ impute-then-predict strategies, which…
Missing data is common in applied data science, particularly for tabular data sets found in healthcare, social sciences, and natural sciences. Most supervised learning methods only work on complete data, thus requiring preprocessing such as…
The linear regression model cannot be fitted to high-dimensional data, as the high-dimensionality brings about empirical non-identifiability. Penalized regression overcomes this non-identifiability by augmentation of the loss function by a…
Deep learning systems are known to exhibit implicit regularization (alt. implicit bias), favoring simple solutions instead of merely minimizing the loss function. In some cases, we can analytically derive the implicit regularization --…
Widely used methods for analyzing missing data can be biased in small samples. To understand these biases, we evaluate in detail the situation where a small univariate normal sample, with values missing at random, is analyzed using either…
Real-world datasets often have missing values associated with complex generative processes, where the cause of the missingness may not be fully observed. This is known as missing not at random (MNAR) data. However, many imputation methods…
Works on implicit regularization have studied gradient trajectories during the optimization process to explain why deep networks favor certain kinds of solutions over others. In deep linear networks, it has been shown that gradient descent…
Random Feature (RF) models are used as efficient parametric approximations of kernel methods. We investigate, by means of random matrix theory, the connection between Gaussian RF models and Kernel Ridge Regression (KRR). For a Gaussian RF…
Fitting linear regression models can be computationally very expensive in large-scale data analysis tasks if the sample size and the number of variables are very large. Random projections are extensively used as a dimension reduction tool…
Logistic regression is a ubiquitous method for probabilistic classification. However, the effectiveness of logistic regression depends upon careful and relatively computationally expensive tuning, especially for the regularisation…
How to learn a good predictor on data with missing values? Most efforts focus on first imputing as well as possible and second learning on the completed data to predict the outcome. Yet, this widespread practice has no theoretical…
We examine gradient descent on unregularized logistic regression problems, with homogeneous linear predictors on linearly separable datasets. We show the predictor converges to the direction of the max-margin (hard margin SVM) solution. The…
A common approach for handling missing values in data analysis pipelines is multiple imputation via software packages such as MICE (Van Buuren and Groothuis-Oudshoorn, 2011) and Amelia (Honaker et al., 2011). These packages typically assume…
Ensemble methods that average over a collection of independent predictors that are each limited to a subsampling of both the examples and features of the training data command a significant presence in machine learning, such as the…
Many statistical problems can be reduced to a linear inverse problem in which only a noisy version of the operator is available. Particular examples include random design regression, deconvolution problem, instrumental variable regression,…