Related papers: Optimal and computationally tractable lower bounds…
This paper discusses the problem of weakly supervised classification, in which instances are given weak labels that are produced by some label-corruption process. The goal is to derive conditions under which loss functions for weak-label…
In statistics and machine learning, logistic regression is a widely-used supervised learning technique primarily employed for binary classification tasks. When the number of observations greatly exceeds the number of predictor variables, we…
Variable selection in linear regression has been a central topic in statistical research for decades. Bayesian variable selection methods, which account for uncertainty in both the regression coefficients and the noise variance, have…
Structural matrix-variate observations routinely arise in diverse fields such as multi-layer network analysis and brain image clustering. While data of this type have been extensively investigated with fruitful outcomes being delivered, the…
The concept of a minimax classifier is well-established in statistical decision theory, but its implementation via neural networks remains challenging, particularly in scenarios with imbalanced training data having a limited number of…
Motivated by genome-wide association studies, we consider a standard linear model with one additional random effect in situations where many predictors have been collected on the same subjects and each predictor is analyzed separately.…
This study investigates imposing hard inequality constraints on the outputs of convolutional neural networks (CNN) during training. Several recent works showed that the theoretical and practical advantages of Lagrangian optimization over…
The paper analyzes theoretically and empirically the performance of likelihood weighting (LW) on a subset of nodes in Bayesian networks. The proposed scheme requires fewer samples to converge due to reduction in sampling variance. The…
We propose a dimension reduction technique for Bayesian inverse problems with nonlinear forward operators, non-Gaussian priors, and non-Gaussian observation noise. The likelihood function is approximated by a ridge function, i.e., a map…
Variational inference has become one of the most widely used methods in latent variable modeling. In its basic form, variational inference employs a fully factorized variational distribution and minimizes its KL divergence to the posterior.…
Prediction markets provide a unique setting where event-level time series are directly tied to natural-language descriptions, yet discovering robust lead-lag relationships remains challenging due to spurious statistical correlations. We…
The paper provides a thorough investigation of Direct loss minimization (DLM), which optimizes the posterior to minimize predictive loss, in sparse Gaussian processes. For the conjugate case, we consider DLM for log-loss and DLM for square…
We consider a standard distributed optimisation setting where $N$ machines, each holding a $d$-dimensional function $f_i$, aim to jointly minimise the sum of the functions $\sum_{i = 1}^N f_i (x)$. This problem arises naturally in…
Joint space trajectory optimization under end-effector task constraints leads to a challenging non-convex problem. Thus, a real-time adaptation of prior computed trajectories to perturbation in task constraints often becomes intractable.…
We consider minimizing a function consisting of a quadratic term and a proximable term which is possibly nonconvex and nonsmooth. This problem is also known as scaled proximal operator. Despite its simple form, existing methods suffer from…
Optimization is commonly employed to determine the content of web pages, such as to maximize conversions on landing pages or click-through rates on search engine result pages. Often the layout of these pages can be decoupled into several…
Stochastic gradient descent (SGD) is perhaps the most prevalent optimization method in modern machine learning. Contrary to the empirical practice of sampling from the datasets without replacement and with (possible) reshuffling at each…
Logistic regression is a widely used statistical model to describe the relationship between a binary response variable and predictor variables in data sets. It is often used in machine learning to identify important predictor variables.…
The matching principles behind optimal transport (OT) play an increasingly important role in machine learning, a trend which can be observed when OT is used to disambiguate datasets in applications (e.g. single-cell genomics) or used to…
Real-world data distributions are often highly skewed. This has spurred a growing body of research on long-tailed recognition, aimed at addressing the imbalance in training classification models. Among the methods studied, multiplicative…