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A novel framework is introduced to formalize identifiability in well-specified but ill-posed linear regression models. The framework is distribution-free and accommodates highly correlated features that may or may not relate to the…
There remains an open question about the usefulness and the interpretation of Machine learning (MLE) approaches for discrimination of spatial patterns of brain images between samples or activation states. In the last few decades, these…
When the data are sparse, optimization of hyperparameters of the kernel in Gaussian process regression by the commonly used maximum likelihood estimation (MLE) criterion often leads to overfitting. We show that choosing hyperparameters (in…
We propose a new prediction method for multivariate linear regression problems where the number of features is less than the sample size but the number of outcomes is extremely large. Many popular procedures, such as penalized regression…
An overarching goal in machine learning is to build a generalizable model with few samples. To this end, overparameterization has been the subject of immense interest to explain the generalization ability of deep nets even when the size of…
The literature on "benign overfitting" in overparameterized models has been mostly restricted to regression or binary classification; however, modern machine learning operates in the multiclass setting. Motivated by this discrepancy, we…
Matrix regression plays an important role in modern data analysis due to its ability to handle complex relationships involving both matrix and vector variables. We propose a class of regularized regression models capable of predicting both…
State-of-the-art deep learning classifiers are heavily overparameterized with respect to the amount of training examples and observed to generalize well on "clean" data, but be highly susceptible to infinitesmal adversarial perturbations.…
In this paper we propose and study a technique to impose structural constraints on the output of a neural network, which can reduce amount of computation and number of parameters besides improving prediction accuracy when the output is…
Most supervised machine learning tasks are subject to irreducible prediction errors. Probabilistic predictive models address this limitation by providing probability distributions that represent a belief over plausible targets, rather than…
We address the component-based regularisation of a multivariate Generalized Linear Mixed Model (GLMM). A set of random responses Y is modelled by a GLMM, using a set X of explanatory variables, a set T of additional covariates, and random…
In this review article we consider linear regression analysis from a geometric perspective, looking at standard methods and outputs in terms of the lengths of the relevant vectors and the angles between these vectors. We show that standard…
The evaluation of generative or discriminative large language model (LLM)-based systems is often a complex multi-dimensional problem. Typically, a set of system configuration alternatives are evaluated on one or more benchmark datasets,…
We consider high-dimensional generalized linear models when the covariates are contaminated by measurement error. Estimates from errors-in-variables regression models are well-known to be biased in traditional low-dimensional settings if…
We propose a likelihood ratio based inferential framework for high dimensional semiparametric generalized linear models. This framework addresses a variety of challenging problems in high dimensional data analysis, including incomplete…
Linear regression is a frequently used tool in statistics, however, its validity and interpretability relies on strong model assumptions. While robust estimates of the coefficients' covariance extend the validity of hypothesis tests and…
Deep metric learning (DML) has received much attention in deep learning due to its wide applications in computer vision. Previous studies have focused on designing complicated losses and hard example mining methods, which are mostly…
In the context of neural network models, overparametrization refers to the phenomena whereby these models appear to generalize well on the unseen data, even though the number of parameters significantly exceeds the sample sizes, and the…
This paper studies linear overparameterized models in economic forecasting and highlights that including noise variables (regressors with no predictive power) regularizes the estimator. We consider a setting where both the outcome variable…
Accurate load forecasting is crucial for maintaining the power balance between generators and consumers,particularly with the increasing integration of renewable energy sources, which introduce significant intermittent volatility. With the…