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We establish statistical properties of random-weighting methods in LASSO regression under different regularization parameters $\lambda_n$ and suitable regularity conditions. The random-weighting methods in view concern repeated optimization…

Methodology · Statistics 2022-05-25 Tun Lee Ng , Michael A. Newton

The strong correlation between neurons or filters can significantly weaken the generalization ability of neural networks. Inspired by the well-known Tammes problem, we propose a novel diversity regularization method to address this issue,…

Machine Learning · Computer Science 2021-03-24 Zhennan Wang , Canqun Xiang , Wenbin Zou , Chen Xu

Consider the problem of estimating average treatment effects when a large number of covariates are used to adjust for possible confounding through outcome regression and propensity score models. The conventional approach of model building…

Statistics Theory · Mathematics 2018-01-31 Zhiqiang Tan

Data augmentation is a powerful technique to improve performance in applications such as image and text classification tasks. Yet, there is little rigorous understanding of why and how various augmentations work. In this work, we consider a…

Machine Learning · Computer Science 2023-07-28 Sen Wu , Hongyang R. Zhang , Gregory Valiant , Christopher Ré

In high-dimensional data settings where $p\gg n$, many penalized regularization approaches were studied for simultaneous variable selection and estimation. However, with the existence of covariates with weak effect, many existing variable…

Methodology · Statistics 2016-03-24 Xiaoli Gao , S. E. Ahmed , Yang Feng

We study the implicit regularization effects induced by (observation) weighting of pretrained features. For weight and feature matrices of bounded operator norms that are infinitesimally free with respect to (normalized) trace functionals,…

Machine Learning · Computer Science 2024-08-29 Jin-Hong Du , Pratik Patil

Recent research has highlighted a critical issue known as ``robust fairness", where robust accuracy varies significantly across different classes, undermining the reliability of deep neural networks (DNNs). A common approach to address this…

Machine Learning · Computer Science 2025-01-24 Gaojie Jin , Sihao Wu , Jiaxu Liu , Tianjin Huang , Ronghui Mu

Generalized linear model with $L_1$ and $L_2$ regularization is a widely used technique for solving classification, class probability estimation and regression problems. With the numbers of both features and examples growing rapidly in the…

Machine Learning · Statistics 2017-06-28 Ilya Trofimov , Alexander Genkin

Variance in predictions across different trained models is a significant, under-explored source of error in fair binary classification. In practice, the variance on some data examples is so large that decisions can be effectively arbitrary.…

This study explores how different types of supervised models perform in the task of predicting and selecting relevant variables in high-dimensional contexts, especially when the data is very noisy. We analyzed three approaches: regularized…

Other Statistics · Statistics 2025-09-03 Luciano Ribeiro Galvão , Rafael de Andrade Mora

We study the effect of norm based regularization on the size of coresets for regression problems. Specifically, given a matrix $ \mathbf{A} \in {\mathbb{R}}^{n \times d}$ with $n\gg d$ and a vector $\mathbf{b} \in \mathbb{R} ^ n $ and…

Machine Learning · Computer Science 2020-07-01 Rachit Chhaya , Anirban Dasgupta , Supratim Shit

Data augmentation is one of the most popular techniques for improving the robustness of neural networks. In addition to directly training the model with original samples and augmented samples, a torrent of methods regularizing the distance…

Machine Learning · Computer Science 2020-11-30 Haohan Wang , Zeyi Huang , Xindi Wu , Eric P. Xing

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…

Econometrics · Economics 2026-04-16 Yuan Liao , Xinjie Ma , Andreas Neuhierl , Zhentao Shi

Regularization is a popular technique to solve the overfitting problem of machine learning algorithms. Most regularization technique relies on parameter selection of the regularization coefficient. Plug-in method and cross-validation…

Machine Learning · Computer Science 2022-05-24 Hao Wang

Recently, reinforcement learning has achieved remarkable results in various domains, including robotics, games, natural language processing, and finance. In the financial domain, this approach has been applied to tasks such as portfolio…

Computational Finance · Quantitative Finance 2025-08-07 Caio de Souza Barbosa Costa , Anna Helena Reali Costa

This paper proposes a novel regularization approach to bias Convolutional Neural Networks (CNNs) toward utilizing edge and line features in their hidden layers. Rather than learning arbitrary kernels, we constrain the convolution layers to…

Computer Vision and Pattern Recognition · Computer Science 2024-10-23 Christoph Linse , Beatrice Brückner , Thomas Martinetz

Regularization is a core component of modern inverse problems, as it helps establish the well-posedness of the solution of interest. Popular regularization approaches include variational regularization and iterative regularization. The…

Optimization and Control · Mathematics 2025-08-08 Jie Gao , Cesare Molinari , Silvia Villa , Jingwei Liang

We consider the most common variants of linear regression, including Ridge, Lasso and Support-vector regression, in a setting where the learner is allowed to observe only a fixed number of attributes of each example at training time. We…

Machine Learning · Computer Science 2015-03-19 Elad Hazan , Tomer Koren

Since the advent of the horseshoe priors for regularization, global-local shrinkage methods have proved to be a fertile ground for the development of Bayesian methodology in machine learning, specifically for high-dimensional regression and…

Methodology · Statistics 2019-11-25 Anindya Bhadra , Jyotishka Datta , Yunfan Li , Nicholas G. Polson

Standard statistical techniques often require transforming data to have mean $0$ and standard deviation $1$. Typically, this process of "standardization" or "normalization" is applied across subjects when each subject produces a single…

Statistics Theory · Mathematics 2013-12-12 Richard A. Olshen , Bala Rajaratnam