Related papers: Augmented balancing weights as linear regression

Personalized medicine aims to tailor treatments to individual patients, especially when people respond heterogeneously to therapies. A key objective is to learn individualized treatment rules that recommend optimal treatments from patient…

The primary goal of this paper is to provide an efficient solution algorithm based on the augmented Lagrangian framework for optimization problems with a stochastic objective function and deterministic constraints. Our main contribution is…

Boosting techniques and neural networks are particularly effective machine learning methods for insurance pricing. Often in practice, there are nevertheless endless debates about the choice of the right loss function to be used to train the…

The method of instrumental variables provides a fundamental and practical tool for causal inference in many empirical studies where unmeasured confounding between the treatments and the outcome is present. Modern data such as the genetical…

The Kaczmarz and Gauss-Seidel methods aim to solve a linear $m \times n$ system $\boldsymbol{X} \boldsymbol{\beta} = \boldsymbol{y}$ by iteratively refining the solution estimate; the former uses random rows of $\boldsymbol{X}$ {to update…

Meta-learning for algorithm selection relies on a meta-dataset in which each row corresponds to a supervised learning dataset described by meta-features and labelled with a target value that is associated with algorithm choice (typically,…

Inferring causal relationships or related associations from observational data can be invalidated by the existence of hidden confounding. We focus on a high-dimensional linear regression setting, where the measured covariates are affected…

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…

Regression is a fundamental tool in scientific research. Ordinary least squares (OLS), one of the most widely used regression methods, enjoys several desirable properties, including the best linear unbiased estimator (BLUE) property. It is…

Propensity score matching (PSM) and augmented inverse propensity weighting (AIPW) are widely used in observational studies to estimate causal effects. The two approaches present complementary features. The AIPW estimator is doubly robust…

We introduce a discriminative regression approach to supervised classification in this paper. It estimates a representation model while accounting for discriminativeness between classes, thereby enabling accurate derivation of categorical…

Combinatorial optimization augmented machine learning (COAML) has recently emerged as a powerful paradigm for integrating predictive models with combinatorial decision-making. By embedding combinatorial optimization oracles into learning…

Gradient boosting algorithms construct a regression predictor using a linear combination of ``base learners''. Boosting also offers an approach to obtaining robust non-parametric regression estimators that are scalable to applications with…

We consider the problem of estimating a low-dimensional parameter in high-dimensional linear regression. Constructing an approximately unbiased estimate of the parameter of interest is a crucial step towards performing statistical…

Penalized logistic regression is extremely useful for binary classification with large number of covariates (higher than the sample size), having several real life applications, including genomic disease classification. However, the…

This study presents novel Augmented Regression Models using Neurochaos Learning (NL), where Tracemean features derived from the Neurochaos Learning framework are integrated with traditional regression algorithms : Linear Regression, Ridge…

Deep learning models, especially convolutional neural networks, have achieved impressive results in medical image classification. However, these models often produce overconfident predictions, which can undermine their reliability in…

Recent advances in deep learning have achieved impressive gains in classification accuracy on a variety of types of data, including images and text. Despite these gains, however, concerns have been raised about the calibration, robustness,…

The factor modeling for high-dimensional time series is powerful in discovering latent common components for dimension reduction and information extraction. Most available estimation methods can be divided into two categories: the…

Model-Agnostic Meta-Learning (MAML), a popular gradient-based meta-learning framework, assumes that the contribution of each task or instance to the meta-learner is equal. Hence, it fails to address the domain shift between base and novel…