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This article provides, through theoretical analysis, an in-depth understanding of the classification performance of the empirical risk minimization framework, in both ridge-regularized and unregularized cases, when high dimensional data are…
Regularization has long been utilized to learn sparsity in deep neural network pruning. However, its role is mainly explored in the small penalty strength regime. In this work, we extend its application to a new scenario where the…
This paper presents a general theoretical framework of penalized quasi-maximum likelihood (PQML) estimation in stationary multiple time series models when the number of parameters possibly diverges. We show the oracle property of the PQML…
Penalized smoothing is a standard tool in regression analysis. Classical approaches often rely on basis or kernel expansions, which constrain the estimator to a fixed span and impose smoothness assumptions that may be restrictive for…
When working with textual data, a natural application of disentangled representations is fair classification where the goal is to make predictions without being biased (or influenced) by sensitive attributes that may be present in the data…
Anomaly detection is an important problem in many application areas, such as network security. Many deep learning methods for unsupervised anomaly detection produce good empirical performance but lack theoretical guarantees. By casting…
Deep Belief Networks (DBN) have been successfully applied on popular machine learning tasks. Specifically, when applied on hand-written digit recognition, DBNs have achieved approximate accuracy rates of 98.8%. In an effort to optimize the…
Model selection and sparse recovery are two important problems for which many regularization methods have been proposed. We study the properties of regularization methods in both problems under the unified framework of regularized least…
Obtaining versions of deep neural networks that are both highly-accurate and highly-sparse is one of the main challenges in the area of model compression, and several high-performance pruning techniques have been investigated by the…
Proper regularization is critical for speeding up training, improving generalization performance, and learning compact models that are cost efficient. We propose and analyze regularized gradient descent algorithms for learning shallow…
Training neural network models with discrete (categorical or structured) latent variables can be computationally challenging, due to the need for marginalization over large or combinatorial sets. To circumvent this issue, one typically…
We study a functional linear regression model that deals with functional responses and allows for both functional covariates and high-dimensional vector covariates. The proposed model is flexible and nests several functional regression…
We study a set of regularization methods for high-dimensional linear regression models. These penalized estimators have the square root of the residual sum of squared errors as loss function, and any weakly decomposable norm as penalty…
The paper introduces a penalized matrix estimation procedure aiming at solutions which are sparse and low-rank at the same time. Such structures arise in the context of social networks or protein interactions where underlying graphs have…
The effectiveness of non-parametric, kernel-based methods for function estimation comes at the price of high computational complexity, which hinders their applicability in adaptive, model-based control. Motivated by approximation techniques…
Regularization methods are often employed in deep learning neural networks (DNNs) to prevent overfitting. For penalty based DNN regularization methods, convex penalties are typically considered because of their optimization guarantees.…
For the past few years, Deep Neural Network (DNN) robustness has become a question of paramount importance. As a matter of fact, in sensitive settings misclassification can lead to dramatic consequences. Such misclassifications are likely…
Additive regression provides an extension of linear regression by modeling the signal of a response as a sum of functions of covariates of relatively low complexity. We study penalized estimation in high-dimensional nonparametric additive…
We consider a discrete optimization formulation for learning sparse classifiers, where the outcome depends upon a linear combination of a small subset of features. Recent work has shown that mixed integer programming (MIP) can be used to…
The `Signal plus Noise' model for nonparametric regression can be extended to the case of observations taken at the vertices of a graph. This model includes many familiar regression problems. This article discusses the use of the edges of a…