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In most machine learning applications, classification accuracy is not the primary metric of interest. Binary classifiers which face class imbalance are often evaluated by the $F_\beta$ score, area under the precision-recall curve, Precision…

Machine Learning · Computer Science 2018-03-02 Alan Mackey , Xiyang Luo , Elad Eban

The objective of this work is to quantify the reconstruction error in sparse inverse problems with measures and stochastic noise, motivated by optimal sensor placement. To be useful in this context, the error quantities must be explicit in…

Numerical Analysis · Mathematics 2024-04-19 Phuoc-Truong Huynh , Konstantin Pieper , Daniel Walter

Recent work in data-driven control has revived behavioral theory to perform a variety of complex control tasks, by directly plugging libraries of past input-output trajectories into optimal control problems. Despite recent advances, a key…

Systems and Control · Electrical Eng. & Systems 2021-03-25 Luca Furieri , Baiwei Guo , Andrea Martin , Giancarlo Ferrari-Trecate

Shuffled regression and unlinked regression represent intriguing challenges that have garnered considerable attention in many fields, including but not limited to ecological regression, multi-target tracking problems, image denoising, etc.…

Statistics Theory · Mathematics 2024-04-16 Cecile Durot , Debarghya Mukherjee

The effectiveness of non-parametric, kernel-based methods for function estimation comes at the price of high computational complexity, which hinders their applicability in adaptive, model-based control. Motivated by approximation techniques…

Statistics Theory · Mathematics 2023-03-17 Anna Scampicchio , Elena Arcari , Melanie N. Zeilinger

The insensitive parameter in support vector regression determines the set of support vectors that greatly impacts the prediction. A data-driven approach is proposed to determine an approximate value for this insensitive parameter by…

Machine Learning · Computer Science 2020-03-10 Jinran Wu , You-Gan Wang

In this paper, we propose two algorithms for solving linear inverse problems when the observations are corrupted by Poisson noise. A proper data fidelity term (log-likelihood) is introduced to reflect the Poisson statistics of the noise. On…

Applications · Statistics 2011-03-14 François-Xavier Dupé , Jalal Fadili , Jean-Luc Starck

Noise and uncertainty are usually the enemy of machine learning, noise in training data leads to uncertainty and inaccuracy in the predictions. However, we develop a machine learning architecture that extracts crucial information out of the…

Machine Learning · Computer Science 2022-09-20 Bahdan Zviazhynski , Gareth Conduit

One of the most ubiquitous problems in optimization is that of finding all the elements of a finite set at which a function $f$ attains its minimum (or maximum). When the codomain of $f$ is equipped with a total order, it is easy to…

Optimization and Control · Mathematics 2026-03-17 Patrik Jansson , Nicola Botta , Tim Richter

Semi-supervised learning deals with the problem of how, if possible, to take advantage of a huge amount of unclassified data, to perform a classification in situations when, typically, there is little labeled data. Even though this is not…

Machine Learning · Statistics 2020-12-11 Alejandro Cholaquidis , Ricardo Fraiman , Mariela Sued

A variational model for learning convolutional image atoms from corrupted and/or incomplete data is introduced and analyzed both in function space and numerically. Building on lifting and relaxation strategies, the proposed approach is…

Optimization and Control · Mathematics 2018-12-10 Antonin Chambolle , Martin Holler Thomas Pock

Regression problems with bounded continuous outcomes frequently arise in real-world statistical and machine learning applications, such as the analysis of rates and proportions. A central challenge in this setting is predicting a response…

Machine Learning · Statistics 2025-07-21 Zhanli Wu , Fabrizio Leisen , F. Javier Rubio

Cooperative geolocation has attracted significant research interests in recent years. A large number of localization algorithms rely on the availability of statistical knowledge of measurement errors, which is often difficult to obtain in…

Applications · Statistics 2017-01-05 Xiufang Shi , Guoqiang Mao , Brian. D. O. Anderson , Zaiyue Yang , Jiming Chen

Online minimization of an unknown convex function over the interval $[0,1]$ is considered under first-order stochastic bandit feedback, which returns a random realization of the gradient of the function at each query point. Without knowing…

Machine Learning · Statistics 2020-02-21 Sattar Vakili , Sudeep Salgia , Qing Zhao

We consider functional data which are measured on a discrete set of observation points. Often such data are measured with additional noise. We explore in this paper the factor structure underlying this type of data. We show that the latent…

Methodology · Statistics 2021-11-23 Siegfried Hörmann , Fatima Jammoul

We consider partially-specified optimization problems where the goal is to actively, but efficiently, acquire missing information about the problem in order to solve it. An algorithm designer wishes to solve a linear program (LP), $\max…

Data Structures and Algorithms · Computer Science 2021-09-07 Shuran Zheng , Bo Waggoner , Yang Liu , Yiling Chen

Denoising is omnipresent in image processing. It is usually addressed with algorithms relying on a set of hyperparameters that control the quality of the recovered image. Manual tuning of those parameters can be a daunting task, which calls…

Image and Video Processing · Electrical Eng. & Systems 2024-01-19 Arthur Floquet , Sayantan Dutta , Emmanuel Soubies , Duong Hung Pham , Denis Kouame

Most compressed sensing algorithms do not account for the effect of saturation in noisy compressed measurements, though saturation is an important consequence of the limited dynamic range of existing sensors. The few algorithms that handle…

Machine Learning · Computer Science 2021-02-09 Shuvayan Banerjee , Radhe Srivastava , Ajit Rajwade

In many applications, such as economics, operations research and reinforcement learning, one often needs to estimate a multivariate regression function f subject to a convexity constraint. For example, in sequential decision processes the…

Methodology · Statistics 2011-09-05 Lauren A. Hannah , David B. Dunson

This paper describes a new form of unsupervised learning, whose input is a set of unlabeled points that are assumed to be local maxima of an unknown value function v in an unknown subset of the vector space. Two functions are learned: (i) a…

Machine Learning · Computer Science 2020-01-16 Lior Wolf , Sagie Benaim , Tomer Galanti