Related papers: Comparing Model-agnostic Feature Selection Methods…

Ensemble forecasts often outperform forecasts from individual standalone models, and have been used to support decision-making and policy planning in various fields. As collaborative forecasting efforts to create effective ensembles grow,…

Banks utilize credit scoring as an important indicator of financial strength and eligibility for credit. Scoring models aim to assign statistical odds or probabilities for predicting if there is a risk of nonpayment in relation to many…

Nowadays insurers have to account for potentially complex dependence between risks. In the field of loss reserving, there are many parametric and non-parametric models attempting to capture dependence between business lines. One common…

We compare two deletion-based methods for dealing with the problem of missing observations in linear regression analysis. One is the complete-case analysis (CC, or listwise deletion) that discards all incomplete observations and only uses…

Clinical prediction models are developed widely across medical disciplines. When predictors in such models are highly collinear, unexpected or spurious predictor-outcome associations may occur, thereby potentially reducing face-validity and…

We investigate the application of randomized quasi-Monte Carlo (RQMC) methods in random feature approximations for kernel-based learning. Compared to the classical Monte Carlo (MC) approach \citep{rahimi2007random}, RQMC improves the…

The top-down and bottom-up methods are two mainstreams of referring segmentation, while both methods have their own intrinsic weaknesses. Top-down methods are chiefly disturbed by Polar Negative (PN) errors owing to the lack of fine-grained…

We propose a computationally intensive method, the random lasso method, for variable selection in linear models. The method consists of two major steps. In step 1, the lasso method is applied to many bootstrap samples, each using a set of…

We develop an envelope model for joint mean and covariance regression in the large $p$, small $n$ setting. In contrast to existing envelope methods, which improve mean estimates by incorporating estimates of the covariance structure, we…

In this paper we propose and study local linear and polynomial based estimators for implementing Approximate Bayesian Computation (ABC) style indirect inference and GMM estimators. This method makes use of nonparametric regression in the…

Two-phase outcome dependent sampling (ODS) is widely used in many fields, especially when certain covariates are expensive and/or difficult to measure. For two-phase ODS, the conditional maximum likelihood (CML) method is very attractive…

Learning invariant representations via contrastive learning has seen state-of-the-art performance in domain generalization (DG). Despite such success, in this paper, we find that its core learning strategy -- feature alignment -- could…

Many real world categories are multimodal, with single classes occupying disjoint regions in feature space. Classical linear models (logistic regression, linear SVM) use a single global hyperplane and perform poorly on such data, while…

We study model selection and model averaging in generalized additive partial linear models (GAPLMs). Polynomial spline is used to approximate nonparametric functions. The corresponding estimators of the linear parameters are shown to be…

The Lasso regression is a popular regularization method for feature selection in statistics. Prior to computing the Lasso estimator in both linear and generalized linear models, it is common to conduct a preliminary rescaling of the feature…

Convolutional neural networks (CNNs) provide flexible function approximations for a wide variety of applications when the input variables are in the form of images or spatial data. Although CNNs often outperform traditional statistical…

Concept Bottleneck Models (CBM) are inherently interpretable models that factor model decisions into human-readable concepts. They allow people to easily understand why a model is failing, a critical feature for high-stakes applications.…

We provide a unified approach to MM-estimation with auxiliary scale for balanced linear models with structured covariance matrices. This approach leads to estimators that are highly robust against outliers and highly efficient for normal…

Classifiers based on neural networks (NN) often lack a measure of uncertainty in the predicted class. We propose a method to estimate the probability mass function (PMF) of the different classes, as well as the covariance of the estimated…

An unsupervised learning classification model is described. It achieves classification error probability competitive with that of popular supervised learning classifiers such as SVM or kNN. The model is based on the incremental execution of…