Related papers: Efficient Estimation of Regularized Tyler's M-Esti…
Feature selection with specific multivariate performance measures is the key to the success of many applications, such as image retrieval and text classification. The existing feature selection methods are usually designed for…
This article studies the behavior of regularized Tyler estimators (RTEs) of scatter matrices. The key advantages of these estimators are twofold. First, they guarantee by construction a good conditioning of the estimate and second, being a…
A popular approach for estimating an unknown signal from noisy, linear measurements is via solving a so called \emph{regularized M-estimator}, which minimizes a weighted combination of a convex loss function and of a convex (typically,…
Researchers have widely used exploratory factor analysis (EFA) to learn the latent structure underlying multivariate data. Rotation and regularised estimation are two classes of methods in EFA that they often use to find interpretable…
For a large class of regularized models, leave-one-out cross-validation can be efficiently estimated with an approximate leave-one-out formula (ALO). We consider the problem of adjusting hyperparameters so as to optimize ALO. We derive…
We consider the problem of estimating the slope function in a functional regression with a scalar response and a functional covariate. This central problem of functional data analysis is well known to be ill-posed, thus requiring a…
We address the challenge of performing Targeted Maximum Likelihood Estimation (TMLE) after an initial Highly Adaptive Lasso (HAL) fit. Existing approaches that utilize the data-adaptive working model selected by HAL-such as the relaxed HAL…
Sparse reconstruction approaches using the re-weighted l1-penalty have been shown, both empirically and theoretically, to provide a significant improvement in recovering sparse signals in comparison to the l1-relaxation. However, numerical…
Consider a problem of predicting a response variable using a set of covariates in a linear regression model. If it is \emph{a priori} known or suspected that a subset of the covariates do not significantly contribute to the overall fit of…
Consider the problem of minimizing an expected logarithmic loss over either the probability simplex or the set of quantum density matrices. This problem includes tasks such as solving the Poisson inverse problem, computing the…
Linear Temporal Logic (LTL) is widely used to specify high-level objectives for system policies, and it is highly desirable for autonomous systems to learn the optimal policy with respect to such specifications. However, learning the…
We develop a family of accelerated stochastic algorithms that minimize sums of convex functions. Our algorithms improve upon the fastest running time for empirical risk minimization (ERM), and in particular linear least-squares regression,…
In computational mechanics, multiple models are often present to describe a physical system. While Bayesian model selection is a helpful tool to compare these models using measurement data, it requires the computationally expensive…
Reinforcement learning (RL) with linear function approximation has received increasing attention recently. However, existing work has focused on obtaining $\sqrt{T}$-type regret bound, where $T$ is the number of interactions with the MDP.…
Linear Mixed-Effects (LME) models are a fundamental tool for modeling correlated data, including cohort studies, longitudinal data analysis, and meta-analysis. Design and analysis of variable selection methods for LMEs is more difficult…
We emulate the Tolman-Oppenheimer-Volkoff (TOV) equations, including tidal deformability, for neutron stars using a new method based upon the Dynamic Mode Decomposition (DMD). This method, which we call Star Log-extended eMulation (SLM),…
Large-scale kernel approximation is an important problem in machine learning research. Approaches using random Fourier features have become increasingly popular [Rahimi and Recht, 2007], where kernel approximation is treated as empirical…
In this study, we tackle the challenge of outlier-robust predictive modeling using highly expressive neural networks. Our approach integrates two key components: (1) a transformed trimmed loss (TTL), a computationally efficient variant of…
At the working heart of policy iteration algorithms commonly used and studied in the discounted setting of reinforcement learning, the policy evaluation step estimates the value of states with samples from a Markov reward process induced by…
Existing quantum state tomography methods are limited in scalability due to their high computation and memory demands, making them impractical for recovery of large quantum states. In this work, we address these limitations by reformulating…