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We study the sample complexity of stochastic convex optimization when problem parameters, e.g., the distance to optimality, are unknown. We pursue two strategies. First, we develop a reliable model selection method that avoids overfitting…

Machine Learning · Computer Science 2025-06-16 Jared Lawrence , Ari Kalinsky , Hannah Bradfield , Yair Carmon , Oliver Hinder

The goal of Feature Selection - comprising filter, wrapper, and embedded approaches - is to find the optimal feature subset for designated downstream tasks. Nevertheless, current feature selection methods are limited by: 1) the selection…

Machine Learning · Computer Science 2023-09-18 Meng Xiao , Dongjie Wang , Min Wu , Pengfei Wang , Yuanchun Zhou , Yanjie Fu

It is generally believed that ensemble approaches, which combine multiple algorithms or models, can outperform any single algorithm at machine learning tasks, such as prediction. In this paper, we propose Bayesian convex and linear…

Statistics Theory · Mathematics 2014-03-07 Yun Yang , David B. Dunson

The root-cause diagnostics of product quality defects in multistage manufacturing processes often requires a joint identification of crucial stages and process variables. To meet this requirement, this paper proposes a novel penalized…

Applications · Statistics 2020-06-11 Cheoljoon Jeong , Xiaolei Fang

We consider high-dimensional measurement errors with high-frequency data. Our objective is on recovering the high-dimensional cross-sectional covariance matrix of the random errors with optimality. In this problem, not all components of the…

Statistics Theory · Mathematics 2024-04-03 Jinyuan Chang , Qiao Hu , Cheng Liu , Cheng Yong Tang

Missing genotypes can affect the efficacy of machine learning approaches to identify the risk genetic variants of common diseases and traits. The problem occurs when genotypic data are collected from different experiments with different DNA…

Many applications in machine learning or signal processing involve nonsmooth optimization problems. This nonsmoothness brings a low-dimensional structure to the optimal solutions. In this paper, we propose a randomized proximal gradient…

Optimization and Control · Mathematics 2020-04-29 Dmitry Grishchenko , Franck Iutzeler , Jérôme Malick

Convex optimization is a well-established research area with applications in almost all fields. Over the decades, multiple approaches have been proposed to solve convex programs. The development of interior-point methods allowed solving a…

Optimization and Control · Mathematics 2020-01-08 Ahmed Douik , Babak Hassibi

We present a new subspace-based method to construct probabilistic models for high-dimensional data and highlight its use in anomaly detection. The approach is based on a statistical estimation of probability density using densities of…

Machine Learning · Computer Science 2021-08-16 Cetin Savkli , Catherine Schwartz

A low-rank transformation learning framework for subspace clustering and classification is here proposed. Many high-dimensional data, such as face images and motion sequences, approximately lie in a union of low-dimensional subspaces. The…

Computer Vision and Pattern Recognition · Computer Science 2014-03-11 Qiang Qiu , Guillermo Sapiro

In multiple importance sampling we combine samples from a finite list of proposal distributions. When those proposal distributions are used to create control variates, it is possible (Owen and Zhou, 2000) to bound the ratio of the resulting…

Computation · Statistics 2014-11-18 Hera Y. He , Art B. Owen

Common imaging techniques for detecting structural defects typically require sampling at more than twice the spatial frequency to achieve a target resolution. This study introduces a novel framework for imaging structural defects using…

Signal Processing · Electrical Eng. & Systems 2024-12-03 Wei-Chen Li , Chun-Yeon Lin

Due to the highly non-convex nature of large-scale robust parameter estimation, avoiding poor local minima is challenging in real-world applications where input data is contaminated by a large or unknown fraction of outliers. In this paper,…

Computer Vision and Pattern Recognition · Computer Science 2020-03-23 Huu Le , Christopher Zach

Gene expression data is widely used in disease analysis and cancer diagnosis. However, since gene expression data could contain thousands of genes simultaneously, successful microarray classification is rather difficult. Feature selection…

Machine Learning · Computer Science 2016-12-28 Li-Yeh Chuang , Chao-Hsuan Ke , Cheng-Hong Yang

Biased regularization and fine-tuning are two recent meta-learning approaches. They have been shown to be effective to tackle distributions of tasks, in which the tasks' target vectors are all close to a common meta-parameter vector.…

Machine Learning · Computer Science 2020-08-26 Giulia Denevi , Massimiliano Pontil , Carlo Ciliberto

Feature selection is a critical step in the analysis of high-dimensional data, where the number of features often vastly exceeds the number of samples. Effective feature selection not only improves model performance and interpretability but…

Machine Learning · Computer Science 2025-01-27 Raquel Espinosa , Gracia Sánchez , José Palma , Fernando Jiménez

We introduce a minorization-maximization approach to optimizing common measures of discovery significance in high energy physics. The approach alternates between solving a weighted binary classification problem and updating class weights in…

Machine Learning · Statistics 2015-09-11 Lester Mackey , Jordan Bryan , Man Yue Mo

With the tremendous success of deep learning in visual tasks, the representations extracted from intermediate layers of learned models, that is, deep features, attract much attention of researchers. Previous empirical analysis shows that…

Computer Vision and Pattern Recognition · Computer Science 2020-03-31 Qi Qian , Juhua Hu , Hao Li

Establishing a low-dimensional representation of the data leads to efficient data learning strategies. In many cases, the reduced dimension needs to be explicitly stated and estimated from the data. We explore the estimation of dimension in…

Methodology · Statistics 2022-02-10 Wei Q. Deng , Radu V. Craiu

We propose a novel method to fit and segment multi-structural data via convex relaxation. Unlike greedy methods --which maximise the number of inliers-- this approach efficiently searches for a soft assignment of points to models by…

Computer Vision and Pattern Recognition · Computer Science 2017-06-07 Paul Amayo , Pedro Pinies , Lina M. Paz , Paul Newman
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