相关论文: Group Variable Selection via a Hierarchical Lasso …

The graphical lasso is a widely used algorithm for fitting undirected Gaussian graphical models. However, for inference on functionals of edge values in the learned graph, standard tools lack formal statistical guarantees, such as control…

This paper presents a new algorithm for automatic variables selection. In particular, using the Graphical Models properties it is possible to develop a method that can be used in the contest of large dataset. The advantage of this algorithm…

The paper considers a linear model with grouped explanatory variables. If the model errors are not with zero mean and bounded variance or if model contains outliers, then the least squares framework is not appropriate. Thus, the quantile…

Variable selection for optimal treatment regime in a clinical trial or an observational study is getting more attention. Most existing variable selection techniques focused on selecting variables that are important for prediction, therefore…

We consider regression problems where the number of predictors greatly exceeds the number of observations. We propose a method for variable selection that first estimates the regression function, yielding a "pre-conditioned" response…

Variable selection in high-dimensional space characterizes many contemporary problems in scientific discovery and decision making. Many frequently-used techniques are based on independence screening; examples include correlation ranking…

In variable or graph selection problems, finding a right-sized model or controlling the number of false positives is notoriously difficult. Recently, a meta-algorithm called Stability Selection was proposed that can provide reliable…

In this paper, we present a new variable selection method for regression and classification purposes. Our method, called Subsampling Ranking Forward selection (SuRF), is based on LASSO penalised regression, subsampling and forward-selection…

We consider the problem of distribution-free conformal prediction and the criterion of group conditional validity. This criterion is motivated by many practical scenarios including hidden stratification and group fairness. Existing methods…

Machine learning systems are increasingly being used to make impactful decisions such as loan applications and criminal justice risk assessments, and as such, ensuring fairness of these systems is critical. This is often challenging as the…

When a subgroup is identified from the data, it must be evaluated in a replicable way. The usual in-sample approach, which evaluates the post-hoc identified subgroup as predefined, might suffer from selection bias. This issue of in-sample…

Generative models typically sample outputs independently, and recent inference-time guidance and scaling algorithms focus on improving the quality of individual samples. However, in real-world applications, users are often presented with a…

Sparsity-inducing penalties are useful tools for variable selection and they are also effective for regression settings where the data are functions. We consider the problem of selecting not only variables but also decision boundaries in…

Time series classification stands as a pivotal and intricate challenge across various domains, including finance, healthcare, and industrial systems. In contemporary research, there has been a notable upsurge in exploring feature extraction…

We consider the problem of estimating a function $f\_{0}$ in logistic regression model. We propose to estimate this function $f\_{0}$ by a sparse approximation build as a linear combination of elements of a given dictionary of $p$…

An analysis of high-dimensional data can offer a detailed description of a system but is often challenged by the curse of dimensionality. General dimensionality reduction techniques can alleviate such difficulty by extracting a few…

The amount of information in the form of features and variables avail- able to machine learning algorithms is ever increasing. This can lead to classifiers that are prone to overfitting in high dimensions, high di- mensional models do not…

Modern variable selection procedures make use of penalization methods to execute simultaneous model selection and estimation. A popular method is the LASSO (least absolute shrinkage and selection operator), the use of which requires…

Variable selection plays an important role in the high-dimensional data analysis. However the high-dimensional data often induces the strongly correlated variables problem. In this paper, we propose Elastic Net procedure for partially…

In this paper we apply the previously introduced approximation method based on the ANOVA (analysis of variance) decomposition and Grouped Transformations to synthetic and real data. The advantage of this method is the interpretability of…