Related papers: A Unified Framework for Large-Scale Inference of C…
A fundamental problem in modern supervised learning is computing reliable conditional prediction intervals in high-dimensional settings: existing methods often rely on restrictive modelling assumptions, do not scale as predictor dimension…
Classification models are very sensitive to data uncertainty, and finding robust classifiers that are less sensitive to data uncertainty has raised great interest in the machine learning literature. This paper aims to construct robust…
A central problem in business concerns the optimal allocation of limited resources to a set of available tasks, where the payoff of these tasks is inherently uncertain. In credit card fraud detection, for instance, a bank can only assign a…
The fairness in machine learning is getting increasing attention, as its applications in different fields continue to expand and diversify. To mitigate the discriminated model behaviors between different demographic groups, we introduce a…
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…
We develop a fast and accurate grouped penalized credible region approach for variable selection and prediction in Bayesian high-dimensional linear regression. Most existing Bayesian methods either are subject to high computational costs…
Sorted L-One Penalized Estimation is a relatively new convex optimization procedure which allows for adaptive selection of regressors under sparse high dimensional designs. Here we extend the idea of SLOPE to deal with the situation when…
This work focuses on a specific classification problem, where the information about a sample is not readily available, but has to be acquired for a cost, and there is a per-sample budget. Inspired by real-world use-cases, we analyze average…
The ability to ensure that a classifier gives reliable confidence scores is essential to ensure informed decision-making. To this end, recent work has focused on miscalibration, i.e., the over or under confidence of model scores. Yet…
Incrementally training deep neural networks to recognize new classes is a challenging problem. Most existing class-incremental learning methods store data or use generative replay, both of which have drawbacks, while 'rehearsal-free'…
Obtaining high certainty in predictive models is crucial for making informed and trustworthy decisions in many scientific and engineering domains. However, extensive experimentation required for model accuracy can be both costly and…
Uncertainty quantification and false selection error rate (FSR) control are crucial in many high-consequence scenarios, so we need models with good interpretability. This article introduces the optimality function for the binary…
Multi-class classification problem is among the most popular and well-studied statistical frameworks. Modern multi-class datasets can be extremely ambiguous and single-output predictions fail to deliver satisfactory performance. By allowing…
Reinforcement Learning with Verifiable Rewards (RLVR) has become a key approach for improving the reasoning abilities of large language models. However, widely used critic-free algorithms such as Group Relative Policy Optimization (GRPO)…
Ensemble learning, the machine learning paradigm where multiple algorithms are combined, has exhibited promising perfomance in a variety of tasks. The present work focuses on unsupervised ensemble classification. The term unsupervised…
Current approaches to group fairness in federated learning assume the existence of predefined and labeled sensitive groups during training. However, due to factors ranging from emerging regulations to dynamics and location-dependency of…
The subpopulationtion shift, characterized by a disparity in subpopulation distributibetween theween the training and target datasets, can significantly degrade the performance of machine learning models. Current solutions to subpopulation…
Multiresponse data with complex group structures in both responses and predictors arises in many fields, yet, due to the difficulty in identifying complex group structures, only a few methods have been studied on this problem. We propose a…
Classical tests for a difference in means control the type I error rate when the groups are defined a priori. However, when the groups are instead defined via clustering, then applying a classical test yields an extremely inflated type I…
There is an overwhelmingly large literature and algorithms already available on `large scale inference problems' based on different modeling techniques and cultures. Our primary goal in this paper is \emph{not to add one more new…