相关论文: Categorical Judgment with a Variable Decision Rule

We propose the Terminating-Random Experiments (T-Rex) selector, a fast variable selection method for high-dimensional data. The T-Rex selector controls a user-defined target false discovery rate (FDR) while maximizing the number of selected…

Support Vector Data Description (SVDD) is a popular one-class classifiers for anomaly and novelty detection. But despite its effectiveness, SVDD does not scale well with data size. To avoid prohibitive training times, sampling methods…

Currently, there is an urgent demand for scalable multivariate and high-dimensional false discovery rate (FDR)-controlling variable selection methods to ensure the repro-ducibility of discoveries. However, among existing methods, only the…

Gradient boosting machines (GBMs) based on decision trees consistently demonstrate state-of-the-art results on regression and classification tasks with tabular data, often outperforming deep neural networks. However, these models do not…

In experimental design, we are given $n$ vectors in $d$ dimensions, and our goal is to select $k\ll n$ of them to perform expensive measurements, e.g., to obtain labels/responses, for a linear regression task. Many statistical criteria have…

This paper focuses on variable selection for a partially linear single-index varying-coefficient model. A regularized variable selection procedure by combining basis function approximations with SCAD penalty is proposed. It can…

Food authenticity studies are concerned with determining if food samples have been correctly labeled or not. Discriminant analysis methods are an integral part of the methodology for food authentication. Motivated by food authenticity…

State-of-the-art results in typical classification tasks are mostly achieved by unexplainable machine learning methods, like deep neural networks, for instance. Contrarily, in this paper, we investigate the application of rule learning…

Decision tree learning is a widely used approach in machine learning, favoured in applications that require concise and interpretable models. Heuristic methods are traditionally used to quickly produce models with reasonably high accuracy.…

Model explainability is crucial for human users to be able to interpret how a proposed classifier assigns labels to data based on its feature values. We study generalized linear models constructed using sets of feature value rules, which…

False discovery rate (FDR) control is a popular approach for maintaining the integrity of statistical analyses, especially in high-dimensional data settings, where multiple comparisons increase the risk of false positives. FDR control has…

While robust divergence such as density power divergence and $\gamma$-divergence is helpful for robust statistical inference in the presence of outliers, the tuning parameter that controls the degree of robustness is chosen in a…

Test-time reinforcement learning (TTRL) always adapts models at inference time via pseudo-labeling, leaving it vulnerable to spurious optimization signals from label noise. Through an empirical study, we observe that responses with medium…

The doubly robust (DR) estimator, which consists of two nuisance parameters, the conditional mean outcome and the logging policy (the probability of choosing an action), is crucial in causal inference. This paper proposes a DR estimator for…

Understanding the complex and stochastic nature of Gene Regulatory Networks (GRNs) remains a central challenge in systems biology. Existing modeling paradigms often struggle to effectively capture the intricate, multi-factor regulatory…

The classical paradigm of scoring rules is to discriminate between two different forecasts by comparing them with observations. The probability distribution of the observed record is assumed to be perfect as a verification benchmark. In…

The estimation of signal dimension under heavy-tailed latent factor models is studied. As a primary contribution, robust extensions of an earlier estimator based on Gaussian Stein's unbiased risk estimation are proposed. These novel…

For many important problems the quantity of interest is an unknown function of the parameters, which is a random vector with known statistics. Since the dependence of the output on this random vector is unknown, the challenge is to identify…

How to improve discriminative feature learning is central in classification. Existing works address this problem by explicitly increasing inter-class separability and intra-class similarity, whether by constructing positive and negative…

Controlling the false discovery rate (FDR) in variable selection becomes challenging when predictors are correlated, as existing methods often exclude all members of correlated groups and consequently perform poorly for prediction. We…