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Variable selection in the linear regression model takes many apparent faces from both frequentist and Bayesian standpoints. In this paper we introduce a variable selection method referred to as a rescaled spike and slab model. We study the…

Statistics Theory · Mathematics 2007-06-13 Hemant Ishwaran , J. Sunil Rao

Latent factor model estimation typically relies on either using domain knowledge to manually pick several observed covariates as factor proxies, or purely conducting multivariate analysis such as principal component analysis. However, the…

Methodology · Statistics 2023-01-04 Runzhe Wan , Yingying Li , Wenbin Lu , Rui Song

In designing personalized ranking algorithms, it is desirable to encourage a high precision at the top of the ranked list. Existing methods either seek a smooth convex surrogate for a non-smooth ranking metric or directly modify updating…

Machine Learning · Statistics 2018-08-15 Kuan Liu , Prem Natarajan

Variable selection has played a critical role in modern statistical learning and scientific discoveries. Numerous regularization and Bayesian variable selection methods have been developed in the past two decades for variable selection, but…

Methodology · Statistics 2024-03-04 Travis Canida , Hongjie Ke , Shuo Chen , Zhenayo Ye , Tianzhou Ma

Ranking models are typically designed to provide rankings that optimize some measure of immediate utility to the users. As a result, they have been unable to anticipate an increasing number of undesirable long-term consequences of their…

Machine Learning · Computer Science 2019-05-15 Behzad Tabibian , Vicenç Gómez , Abir De , Bernhard Schölkopf , Manuel Gomez Rodriguez

This paper considers linear model selection when the response is vector-valued and the predictors are randomly observed. We propose a new approach that decouples statistical inference from the selection step in a "post-inference model…

Methodology · Statistics 2016-06-07 David Puelz , P. Richard Hahn , Carlos Carvalho

The recursive model index (RMI) has recently been introduced as a machine-learned replacement for traditional indexes over sorted data, achieving remarkably fast lookups. Follow-up work focused on explaining RMI's performance and…

Databases · Computer Science 2021-11-23 Marcel Maltry , Jens Dittrich

We propose a residual randomization procedure designed for robust Lasso-based inference in the high-dimensional setting. Compared to earlier work that focuses on sub-Gaussian errors, the proposed procedure is designed to work robustly in…

Methodology · Statistics 2021-08-20 Y. Samuel Wang , Si Kai Lee , Panos Toulis , Mladen Kolar

The lasso has become an important practical tool for high dimensional regression as well as the object of intense theoretical investigation. But despite the availability of efficient algorithms, the lasso remains computationally demanding…

Statistics Theory · Mathematics 2009-11-23 Christopher Genovese , Jiashun Jin , Larry Wasserman

Aligning language models (LMs) with curated human feedback is critical to control their behaviors in real-world applications. Several recent policy optimization methods, such as DPO and SLiC, serve as promising alternatives to the…

Computation and Language · Computer Science 2025-01-28 Tianqi Liu , Zhen Qin , Junru Wu , Jiaming Shen , Misha Khalman , Rishabh Joshi , Yao Zhao , Mohammad Saleh , Simon Baumgartner , Jialu Liu , Peter J. Liu , Xuanhui Wang

In the social sciences, it is often necessary to debias studies and surveys before valid conclusions can be drawn. Debiasing algorithms enable the computational removal of bias using sample weights. However, an issue arises when only a…

Machine Learning · Computer Science 2026-03-03 Tony Hauptmann , Stefan Kramer

Complex problems may require sophisticated, non-linear learning methods such as kernel machines or deep neural networks to achieve state of the art prediction accuracies. However, high prediction accuracies are not the only objective to…

Artificial Intelligence · Computer Science 2016-11-24 Marina M. -C. Vidovic , Nico Görnitz , Klaus-Robert Müller , Marius Kloft

Selecting artificial intelligence (AI) models, such as large language models (LLMs), from multiple candidates requires accurate performance estimation. This is ideally achieved through empirical evaluations involving abundant real-world…

Machine Learning · Statistics 2025-12-03 Sangwoo Park , Matteo Zecchin , Osvaldo Simeone

Leveraging the large body of work devoted in recent years to describe redundancy and synergy in multivariate interactions among random variables, we propose a novel approach to quantify cooperative effects in feature importance, one of the…

Data Analysis, Statistics and Probability · Physics 2025-03-14 Marlis Ontivero-Ortega , Luca Faes , Jesus M Cortes , Daniele Marinazzo , Sebastiano Stramaglia

Selecting a minimal feature set that is maximally informative about a target variable is a central task in machine learning and statistics. Information theory provides a powerful framework for formulating feature selection algorithms --…

Information Theory · Computer Science 2023-05-05 Patricia Wollstadt , Sebastian Schmitt , Michael Wibral

Learning to Rank (LTR) methods are vital in online economies, affecting users and item providers. Fairness in LTR models is crucial to allocate exposure proportionally to item relevance. Widely used deterministic LTR models can lead to…

Machine Learning · Computer Science 2024-05-21 Ruocheng Guo , Jean-François Ton , Yang Liu , Hang Li

In many real-world machine learning problems, feature values are not readily available. To make predictions, some of the missing features have to be acquired, which can incur a cost in money, computational time, or human time, depending on…

Machine Learning · Computer Science 2019-12-20 Kimmo Kärkkäinen , Mohammad Kachuee , Orpaz Goldstein , Majid Sarrafzadeh

In high-dimensions, many variable selection methods, such as the lasso, are often limited by excessive variability and rank deficiency of the sample covariance matrix. Covariance sparsity is a natural phenomenon in high-dimensional…

Methodology · Statistics 2010-06-08 X. Jessie Jeng And Z. John Daye

As large language models (LLMs) become integral to intelligent user interfaces (IUIs), their role as decision-making agents raises critical concerns about alignment. Although extensive research has addressed issues such as factuality, bias,…

Artificial Intelligence · Computer Science 2025-04-23 Anna Karnysheva , Christian Drescher , Dietrich Klakow

Large Language Models (LLMs) demonstrate robust capabilities across various fields, leading to a paradigm shift in LLM-enhanced Recommender System (RS). Research to date focuses on point-wise and pair-wise recommendation paradigms, which…

Information Retrieval · Computer Science 2024-09-30 Wen-Shuo Chao , Zhi Zheng , Hengshu Zhu , Hao Liu