Related papers: ODC and ROC curves, comparison curves, and stochas…
Optimization problems with the objective function in the form of weighted sum and linear equality constraints are considered. Given that the number of local cost functions can be large as well as the number of constraints, a stochastic…
We study a new two-time-scale stochastic gradient method for solving optimization problems, where the gradients are computed with the aid of an auxiliary variable under samples generated by time-varying MDPs controlled by the underlying…
In many situations, the choice of an adequate similarity measure or metric on the feature space dramatically determines the performance of machine learning methods. Building automatically such measures is the specific purpose of…
Uniform sampling of training data has been commonly used in traditional stochastic optimization algorithms such as Proximal Stochastic Gradient Descent (prox-SGD) and Proximal Stochastic Dual Coordinate Ascent (prox-SDCA). Although uniform…
The receiver operating characteristic (ROC) curve is an important graphic tool for evaluating a test in a wide range of disciplines. While useful, an ROC curve can cross the chance line, either by having an S-shape or a hook at the extreme…
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…
One-Class Classification (OCC) is a special case of multi-class classification, where data observed during training is from a single positive class. The goal of OCC is to learn a representation and/or a classifier that enables recognition…
Receiver Operating Characteristic (ROC) curves are plots of true positive rate versus false positive rate which are used to evaluate binary classification algorithms. Because the Area Under the Curve (AUC) is a constant function of the…
This paper proposes a general framework for inference on three types of almost dominances: almost Lorenz dominance, almost inverse stochastic dominance, and almost stochastic dominance. We first generalize almost Lorenz dominance to almost…
Ordinary Differential Equations are widespread tools to model chemical, physical, biological process but they usually rely on parameters which are of critical importance in terms of dynamic and need to be estimated directly from the data.…
This is the second part of a two-part paper on data-based distributionally robust stochastic optimal power flow (OPF). The general problem formulation and methodology have been presented in Part I [1]. Here, we present extensive numerical…
During the past sixty years, a lot of effort has been made regarding the productive efficiency. Such endeavours provided an extensive bibliography on this subject, culminating in two main methods, named the Stochastic Frontier Analysis…
Two-sample tests evaluate whether two samples are realizations of the same distribution (the null hypothesis) or two different distributions (the alternative hypothesis). We consider a new setting for this problem where sample features are…
Causal inference starts with a simple idea: compare groups that differ by treatment, not much else. Traditionally, similar groups are constructed using only observed covariates; however, it remains a long-standing challenge to incorporate…
We introduce a dual contouring method that provides state-of-the-art performance for occupancy functions while achieving computation times of a few seconds. Our method is learning-free and carefully designed to maximize the use of GPU…
Researchers are often interested in drawing inferences regarding the order between two experimental groups on the basis of multivariate response data. Since standard multivariate methods are designed for two-sided alternatives, they may not…
We propose novel methodology for testing equality of model parameters between two high-dimensional populations. The technique is very general and applicable to a wide range of models. The method is based on sample splitting: the data is…
Bipartite incidence graph sampling provides a unified representation of many sampling situations for the purpose of estimation, including the existing unconventional sampling methods, such as indirect, network or adaptive cluster sampling,…
Random sampling is a technique for signal acquisition which is gaining popularity in practical signal processing systems. Nowadays, event-driven analog-to-digital converters make random sampling feasible in practical applications. A process…
In this study, we systematically investigate the impact of class imbalance on classification performance of convolutional neural networks (CNNs) and compare frequently used methods to address the issue. Class imbalance is a common problem…