Related papers: Spectrally-Corrected and Regularized QDA Classifie…

High dimensional classification has been highlighted for last two decades and much research has been conducted in order to circumvent challenges encountered in high dimensions. While existing methods have focused mainly on developing…

We propose Stepwise cOnditional likelihood variable selection for Discriminant Analysis (SODA) to detect both main and quadratic interaction effects in logistic regression and quadratic discriminant analysis (QDA) models. In the forward…

Gradient quantization is an emerging technique in reducing communication costs in distributed learning. Existing gradient quantization algorithms often rely on engineering heuristics or empirical observations, lacking a systematic approach…

In reinforcement learning (RL), Q-learning is a fundamental algorithm whose convergence is guaranteed in the tabular setting. However, this convergence guarantee does not hold under linear function approximation. To overcome this…

This work studies the theoretical rules of feature selection in linear discriminant analysis (LDA), and a new feature selection method is proposed for sparse linear discriminant analysis. An $l_1$ minimization method is used to select the…

It is well known that in a supervised classification setting when the number of features is smaller than the number of observations, Fisher's linear discriminant rule is asymptotically Bayes. However, there are numerous modern applications…

In this paper we propose a novel method for semi-supervised anomaly detection (SSAD). Our classifier is named QMS22 as its inception was dated 2022 upon the framework of quadratic multiform separation (QMS), a recently introduced…

In genetical genomics studies, it is important to jointly analyze gene expression data and genetic variants in exploring their associations with complex traits, where the dimensionality of gene expressions and genetic variants can both be…

In this article, a globally convergent sequential quadratic programming (SQP) method is developed for multi-objective optimization problems with inequality type constraints. A feasible descent direction is obtained using a linear…

Dynamic treatment regimes assign personalized treatments to patients sequentially over time based on their baseline information and time-varying covariates. In mobile health applications, these covariates are typically collected at…

An algorithm is proposed, analyzed, and tested experimentally for solving stochastic optimization problems in which the decision variables are constrained to satisfy equations defined by deterministic, smooth, and nonlinear functions. It is…

Topological data analysis (TDA) has emerged as one of the most promising techniques to reconstruct the unknown shapes of high-dimensional spaces from observed data samples. TDA, thus, yields key shape descriptors in the form of persistent…

In high-dimensional regression, feature selection methods, such as sequential feature selection (SeqFS), are commonly used to identify relevant features. When data is limited, domain adaptation (DA) becomes crucial for transferring…

In this paper, we propose a framework based on the Retrospective Approximation (RA) paradigm to solve optimization problems with a stochastic objective function and general nonlinear deterministic constraints. This framework sequentially…

In this paper we introduce a new parameterized Quadratic Decision Rule (QDR), a generalisation of the commonly employed Affine Decision Rule (ADR), for two-stage linear adjustable robust optimization problems with ellipsoidal uncertainty…

Multilinear Discriminant Analysis (MDA) is a powerful dimension reduction method specifically formulated to deal with tensor data. Precisely, the goal of MDA is to find mode-specific projections that optimally separate tensor data from…

We study robust convex quadratic programs where the uncertain problem parameters can contain both continuous and integer components. Under the natural boundedness assumption on the uncertainty set, we show that the generic problems are…

Q-learning algorithms are appealing for real-world applications due to their data-efficiency, but they are very prone to overfitting and training instabilities when trained from visual observations. Prior work, namely SVEA, finds that…

Quotient regularization models (QRMs) are a class of powerful regularization techniques that have gained considerable attention in recent years, due to their ability to handle complex and highly nonlinear data sets. However, the nonconvex…

High-dimensional data requires scalable algorithms. We propose and analyze three scalable and related algorithms for semi-supervised discriminant analysis (SDA). These methods are based on Krylov subspace methods which exploit the data…