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We propose a new model for augmenting algorithms with predictions by requiring that they are formally learnable and instance robust. Learnability ensures that predictions can be efficiently constructed from a reasonable amount of past data.…

Machine Learning · Computer Science 2021-07-05 Thomas Lavastida , Benjamin Moseley , R. Ravi , Chenyang Xu

High-dimensional sparse modeling via regularization provides a powerful tool for analyzing large-scale data sets and obtaining meaningful, interpretable models. The use of nonconvex penalty functions shows advantage in selecting important…

Methodology · Statistics 2016-05-12 Zemin Zheng , Yingying Fan , Jinchi Lv

For classification problems with significant class imbalance, subsampling can reduce computational costs at the price of inflated variance in estimating model parameters. We propose a method for subsampling efficiently for logistic…

Computation · Statistics 2014-09-24 William Fithian , Trevor Hastie

We study the problem of vertex-weighted online bipartite matching with stochastic rewards where matches may fail with some known probability and the decision maker has to adapt to the sequential realization of these outcomes. Recent works…

Data Structures and Algorithms · Computer Science 2024-01-10 Rajan Udwani

This paper addresses Online Convex Optimization (OCO) problems where the constraints have additive perturbations that (i) vary over time and (ii) are not known at the time to make a decision. Perturbations may not be i.i.d. generated and…

Optimization and Control · Mathematics 2019-06-04 Víctor Valls , George Iosifidis , Douglas J. Leith , Leandros Tassiulas

Typically, case-control studies to estimate odds-ratios associating risk factors with disease incidence from logistic regression only include cases with newly diagnosed disease. Recently proposed methods allow incorporating information on…

Methodology · Statistics 2020-10-19 Soutrik Mandal , Jing Qin , Ruth M. Pfeiffer

Accurate forecasts of extreme wind speeds are of high importance for many applications. Such forecasts are usually generated by ensembles of numerical weather prediction (NWP) models, which however can be biased and have errors in…

Machine Learning · Computer Science 2025-08-12 Jakob Benjamin Wessel , Christopher A. T. Ferro , Gavin R. Evans , Frank Kwasniok

We introduce Probabilistic Rank and Reward (PRR), a scalable probabilistic model for personalized slate recommendation. Our approach allows off-policy estimation of the reward in the scenario where the user interacts with at most one item…

Information Retrieval · Computer Science 2024-07-08 Imad Aouali , Achraf Ait Sidi Hammou , Otmane Sakhi , David Rohde , Flavian Vasile

Inverse classification, the process of making meaningful perturbations to a test point such that it is more likely to have a desired classification, has previously been addressed using data from a single static point in time. Such an…

Machine Learning · Computer Science 2016-11-15 Michael T. Lash , W. Nick Street

In this paper,we consider a high-dimensional statistical estimation problem in which the the number of parameters is comparable or larger than the sample size. We present a unified analysis of the performance guarantees of exponential…

Statistics Theory · Mathematics 2017-10-04 Tung Duy Luu , Jalal Fadili , Christophe Chesneau

We consider the distributionally robust optimization (DRO) problem with spectral risk-based uncertainty set and $f$-divergence penalty. This formulation includes common risk-sensitive learning objectives such as regularized condition…

Machine Learning · Statistics 2023-10-24 Ronak Mehta , Vincent Roulet , Krishna Pillutla , Zaid Harchaoui

Prior-weighted logistic regression has become a standard tool for calibration in speaker recognition. Logistic regression is the optimization of the expected value of the logarithmic scoring rule. We generalize this via a parametric family…

Machine Learning · Statistics 2013-07-31 Niko Brümmer , George Doddington

The ability to learn from limited data, or few-shot learning, is a desirable and often critical requirement for NLP systems. While many existing methods do poorly at learning from a handful of examples, large pretrained language models have…

Computation and Language · Computer Science 2021-06-04 Sawan Kumar , Partha Talukdar

Rare events are occurrences that take place with a significantly lower frequency than more common regular events. In manufacturing, predicting such events is particularly important, as they lead to unplanned downtime, shortening equipment…

Machine Learning · Statistics 2024-07-03 Chathurangi Shyalika , Ruwan Wickramarachchi , Fadi El Kalach , Ramy Harik , Amit Sheth

Recently developed survival analysis methods improve upon existing approaches by predicting the probability of event occurrence in each of a number pre-specified (discrete) time intervals. By avoiding placing strong parametric assumptions…

Machine Learning · Statistics 2023-10-25 Jimmy Hickey , Ricardo Henao , Daniel Wojdyla , Michael Pencina , Matthew M. Engelhard

We study the online preemptive scheduling of intervals and jobs (with restarts). Each interval or job has an arrival time, a deadline, a length and a weight. The objective is to maximize the total weight of completed intervals or jobs.…

Data Structures and Algorithms · Computer Science 2012-04-16 Stanley P. Y. Fung , Chung Keung Poon , Feifeng Zheng

In the realm of contemporary data analysis, the use of massive datasets has taken on heightened significance, albeit often entailing considerable demands on computational time and memory. While a multitude of existing works offer optimal…

Methodology · Statistics 2024-06-21 Tal Agassi , Nir Keret , Malka Gorfine

Learning an ordering of items based on pairwise comparisons is useful when items are difficult to rate consistently on an absolute scale, for example, when annotators have to make subjective assessments. When exhaustive comparison is…

Machine Learning · Computer Science 2024-10-29 Herman Bergström , Emil Carlsson , Devdatt Dubhashi , Fredrik D. Johansson

This paper presents a novel method for rare event detection from an image pair with class-imbalanced datasets. A straightforward approach for event detection tasks is to train a detection network from a large-scale dataset in an end-to-end…

Computer Vision and Pattern Recognition · Computer Science 2018-12-05 Ryuhei Hamaguchi , Ken Sakurada , Ryosuke Nakamura

Modeled along the truncated approach in Panigrahi (2016), selection-adjusted inference in a Bayesian regime is based on a selective posterior. Such a posterior is determined together by a generative model imposed on data and the selection…

Methodology · Statistics 2017-09-12 Snigdha Panigrahi , Jonathan Taylor