Related papers: Bayesian Smoothing and Feature Selection Using var…
Synthesizing realistic and spatially precise anomalies is essential for enhancing the robustness of industrial anomaly detection systems. While recent diffusion-based methods have demonstrated strong capabilities in modeling complex defect…
We propose a novel randomized incremental gradient algorithm, namely, VAriance-Reduced Accelerated Gradient (Varag), for finite-sum optimization. Equipped with a unified step-size policy that adjusts itself to the value of the condition…
We incorporate the conditional value-at-risk (CVaR) quantity into a generalized class of Pickands estimators. By introducing CVaR, the newly developed estimators not only retain the desirable properties of consistency, location, and scale…
Feature selection in reinforcement learning (RL), i.e. choosing basis functions such that useful approximations of the unkown value function can be obtained, is one of the main challenges in scaling RL to real-world applications. Here we…
Regression discontinuity designs (RDD) are widely used for causal inference. In many empirical applications, treatment effects vary substantially with covariates, and ignoring such heterogeneity can lead to misleading conclusions, which…
In this paper we present VART, a tool for automatically revealing regression faults missed by regression test suites. Interestingly, VART is not limited to faults causing crashing or exceptions, but can reveal faults that cause the…
Recently, considerable interest has focused on variable selection methods in regression situations where the number of predictors, $p$, is large relative to the number of observations, $n$. Two commonly applied variable selection approaches…
The convolutional neural network (CNN) learns the same object in different positions in images, which can improve the recognition accuracy of the model. An implication of this is that CNN may know where the object is. The usefulness of the…
Vector autoregressions (VARs) are a widely used tool for modelling multivariate time-series. It is common to assume a VAR is stationary; this can be enforced by imposing the stationarity condition which restricts the parameter space of the…
Logistic regression involving high-dimensional covariates is a practically important problem. Often the goal is variable selection, i.e., determining which few of the many covariates are associated with the binary response. Unfortunately,…
We study the problem of variable selection in convex nonparametric regression. Under the assumption that the true regression function is convex and sparse, we develop a screening procedure to select a subset of variables that contains the…
The challenges in feature selection, particularly in balancing model accuracy, interpretability, and computational efficiency, remain a critical issue in advancing machine learning methodologies. To address these complexities, this study…
Variational inference is a scalable technique for approximate Bayesian inference. Deriving variational inference algorithms requires tedious model-specific calculations; this makes it difficult to automate. We propose an automatic…
Computer vision (CV) datasets often exhibit biases that are perpetuated by deep learning models. While recent efforts aim to mitigate these biases and foster fair representations, they fail in complex real-world scenarios. In particular,…
In our paper, we focus on robust variable selection for missing data and measurement error. Missing data and measurement errors can lead to confusing data distribution. We propose an exponential loss function with a tuning parameter to…
In this paper, we study the finite-sum convex optimization problem focusing on the general convex case. Recently, the study of variance reduced (VR) methods and their accelerated variants has made exciting progress. However, the step size…
We develop a Bayesian "sum-of-trees" model where each tree is constrained by a regularization prior to be a weak learner, and fitting and inference are accomplished via an iterative Bayesian backfitting MCMC algorithm that generates samples…
The fundamental multidimensional line spectral estimation problem is addressed utilizing the Bayesian methods. Motivated by the recently proposed variational line spectral estimation (VALSE) algorithm, multidimensional VALSE (MDVALSE) is…
Stochastic gradient descent (SGD) is commonly used for optimization in large-scale machine learning problems. Langford et al. (2009) introduce a sparse online learning method to induce sparsity via truncated gradient. With high-dimensional…
In this paper, we propose a novel variable selection approach in the framework of sparse high-dimensional GLARMA models. It consists in combining the estimation of the autoregressive moving average (ARMA) coefficients of these models with…