Related papers: An evaluation framework for dimensionality reducti…
Unsupervised learning aims to capture the underlying structure of potentially large and high-dimensional datasets. Traditionally, this involves using dimensionality reduction (DR) methods to project data onto lower-dimensional spaces or…
Many real-world machine learning applications are characterized by a huge number of features, leading to computational and memory issues, as well as the risk of overfitting. Ideally, only relevant and non-redundant features should be…
We present a novel kernel-based machine learning algorithm for identifying the low-dimensional geometry of the effective dynamics of high-dimensional multiscale stochastic systems. Recently, the authors developed a mathematical framework…
The increasing popularity of regression discontinuity methods for causal inference in observational studies has led to a proliferation of different estimating strategies, most of which involve first fitting non-parametric regression models…
In this paper, we consider a partial deconvolution kernel estimator for nonparametric regression when some covariates are measured with error while others are observed without error. We focus on a general and realistic setting in which the…
We study adaptive data-dependent dimensionality reduction in the context of supervised learning in general metric spaces. Our main statistical contribution is a generalization bound for Lipschitz functions in metric spaces that are…
Modeling data as being sampled from a union of independent subspaces has been widely applied to a number of real world applications. However, dimensionality reduction approaches that theoretically preserve this independence assumption have…
We provide lower error bounds for randomized algorithms that approximate integrals of functions depending on an unrestricted or even infinite number of variables. More precisely, we consider the infinite-dimensional integration problem on…
Dimension reduction plays a pivotal role in analysing high-dimensional data. However, observations with missing values present serious difficulties in directly applying standard dimension reduction techniques. As a large number of dimension…
Model complexity plays an essential role in its selection, namely, by choosing a model that fits the data and is also succinct. Two-part codes and the minimum description length have been successful in delivering procedures to single out…
We develop a new Riemannian descent algorithm that relies on momentum to improve over existing first-order methods for geodesically convex optimization. In contrast, accelerated convergence rates proved in prior work have only been shown to…
In the covariate shift learning scenario, the training and test covariate distributions differ, so that a predictor's average loss over the training and test distributions also differ. In this work, we explore the potential of extreme…
Dimensionality reduction is a classical technique widely used for data analysis. One foundational instantiation is Principal Component Analysis (PCA), which minimizes the average reconstruction error. In this paper, we introduce the…
We investigate unsupervised anomaly detection for high-dimensional data and introduce a deep metric learning (DML) based framework. In particular, we learn a distance metric through a deep neural network. Through this metric, we project the…
Sufficient dimension reduction [J. Amer. Statist. Assoc. 86 (1991) 316-342] has long been a prominent issue in multivariate nonparametric regression analysis. To uncover the central dimension reduction space, we propose in this paper an…
Deep neural networks (DNNs) achieve impressive results for complicated tasks like object detection on images and speech recognition. Motivated by this practical success, there is now a strong interest in showing good theoretical properties…
This thesis reviews numerical optimization methods with machine learning problems in mind. Since machine learning models are highly parametrized, we focus on methods suited for high dimensional optimization. We build intuition on quadratic…
Representation learning has been widely studied in the context of meta-learning, enabling rapid learning of new tasks through shared representations. Recent works such as MAML have explored using fine-tuning-based metrics, which measure the…
Deep learning approaches have provided state-of-the-art performance in many applications by relying on large and overparameterized neural networks. However, such networks have been shown to be very brittle and are difficult to deploy on…
Dimensionality reduction is a popular preprocessing and a widely used tool in data mining. Transparency, which is usually achieved by means of explanations, is nowadays a widely accepted and crucial requirement of machine learning based…