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Approximate Message Passing (AMP) has been shown to be a superior method for inference problems, such as the recovery of signals from sets of noisy, lower-dimensionality measurements, both in terms of reconstruction accuracy and in…
Linear discriminant analysis is a widely used method for classification. However, the high dimensionality of predictors combined with small sample sizes often results in large classification errors. To address this challenge, it is crucial…
Reinforcement Learning from Human Feedback has become the standard paradigm for language model alignment, where reward models directly determine alignment effectiveness. In this work, we focus on how to evaluate the generalizability of…
We study the problem of regression in a generalized linear model (GLM) with multiple signals and latent variables. This model, which we call a matrix GLM, covers many widely studied problems in statistical learning, including mixed linear…
Empirical risk minimization (ERM) is sensitive to spurious correlations in the training data, which poses a significant risk when deploying systems trained under this paradigm in high-stake applications. While the existing literature…
In discrete choice panel data, estimation of average effects is crucial for quantifying the effect of covariates, and for policy evaluation and counterfactual analysis. However, in short panels with individual-specific effects, challenges…
In the field of machine learning, regression problems are pivotal due to their ability to predict continuous outcomes. Traditional error metrics like mean squared error, mean absolute error, and coefficient of determination measure model…
Modern technologies are producing a wealth of data with complex structures. For instance, in two-dimensional digital imaging, flow cytometry, and electroencephalography, matrix type covariates frequently arise when measurements are obtained…
Approximate message passing (AMP) is a low-cost iterative parameter-estimation technique for certain high-dimensional linear systems with non-Gaussian distributions. However, AMP only applies to independent identically distributed (IID)…
Despite the significant progress made by existing retrieval augmented language models (RALMs) in providing trustworthy responses and grounding in reliable sources, they often overlook effective alignment with human preferences. In the…
We study principal components regression (PCR) in an asymptotic high-dimensional regression setting, where the number of data points is proportional to the dimension. We derive exact limiting formulas for the estimation and prediction…
Objectives: To evaluate the consequences of the framing of machine learning risk prediction models. We evaluate how framing affects model performance and model learning in four different approaches previously applied in published…
We investigate random feature models in which neural networks sampled from a prescribed initialization ensemble are frozen and used as random features, with only the readout weights optimized. Adopting a statistical-physics viewpoint, we…
Generalized approximate message passing (GAMP) is a computationally efficient algorithm for estimating an unknown signal $w_0\in\mathbb{R}^N$ from a random linear measurement $y= Xw_0 + \epsilon\in\mathbb{R}^M$, where…
Semiparametric regression offers a flexible framework for modeling non-linear relationships between a response and covariates. A prime example are generalized additive models where splines (say) are used to approximate non-linear functional…
For the problem of binary linear classification and feature selection, we propose algorithmic approaches to classifier design based on the generalized approximate message passing (GAMP) algorithm, recently proposed in the context of…
Data augmentation is an important technique in training deep neural networks as it enhances their ability to generalize and remain robust. While data augmentation is commonly used to expand the sample size and act as a consistency…
Randomized algorithms have proven to perform well on a large class of numerical linear algebra problems. Their theoretical analysis is critical to provide guarantees on their behaviour, and in this sense, the stochastic analysis of the…
Approximate learning machines have become popular in the era of small devices, including quantised, factorised, hashed, or otherwise compressed predictors, and the quest to explain and guarantee good generalisation abilities for such…
According to the Probability Ranking Principle (PRP), ranking documents in decreasing order of their probability of relevance leads to an optimal document ranking for ad-hoc retrieval. The PRP holds when two conditions are met: [C1] the…