相关论文: The Holdout Randomization Test for Feature Selecti…

Quantifying the usefulness of individual features in random forests learning can greatly enhance its interpretability. Existing studies have shown that some popularly used feature importance measures for random forests suffer from the bias…

We present a machine learning framework and a new test bed for data mining from the Slurm Workload Manager for high-performance computing (HPC) clusters. The focus was to find a method for selecting features to support decisions: helping…

Regularization is an important component of predictive model building. The hybrid bootstrap is a regularization technique that functions similarly to dropout except that features are resampled from other training points rather than replaced…

Iterative hard thresholding (IHT) is a projected gradient descent algorithm, known to achieve state of the art performance for a wide range of structured estimation problems, such as sparse inference. In this work, we consider IHT as a…

A new approach is introduced to classify faults in rotating machinery based on the total energy signature estimated from sensor measurements. The overall goal is to go beyond using black-box models and incorporate additional physical…

This paper proposes a rapidly-exploring random trees (RRT) algorithm to solve the motion planning problem for hybrid systems. At each iteration, the proposed algorithm, called HyRRT, randomly picks a state sample and extends the search tree…

What can be considered an appropriate statistical method for the primary analysis of a randomized clinical trial (RCT) with a time-to-event endpoint when we anticipate non-proportional hazards owing to a delayed effect? This question has…

Automated equity trading requires converting noisy market and news signals into executable portfolio decisions under risk, turnover, and transaction costs. We propose Hierarchical Reinforced Trader (HRT), a bi-level reinforcement learning…

The paper proposes a novel regularization procedure for machine learning. The proposed high-order regularization (HR) provides new insight into regularization, which is widely used to train a neural network that can be utilized to…

Computer systems such as storage systems normally require transparent white-box algorithms that are interpretable for human experts. In this work, we propose a learning-aided heuristic design method, which automatically generates…

Cross-validation (CV) is routinely used across the sciences to select models and tune parameters, and the resulting choices are often interpreted as substantive scientific conclusions (e.g., which variables, mechanisms, or risk factors are…

Locality is a crucial property for efficiently optimising black-box problems with randomized search heuristics. However, in practical applications, it is not likely to always find such a genotype encoding of candidate solutions that this…

Off-policy estimation for long-horizon problems is important in many real-life applications such as healthcare and robotics, where high-fidelity simulators may not be available and on-policy evaluation is expensive or impossible. Recently,…

Data Drift is the phenomenon where the generating model behind the data changes over time. Due to data drift, any model built on the past training data becomes less relevant and inaccurate over time. Thus, detecting and controlling for data…

We propose a new class of random feature methods for linearizing softmax and Gaussian kernels called hybrid random features (HRFs) that automatically adapt the quality of kernel estimation to provide most accurate approximation in the…

In high-dimensional classification settings, we wish to seek a balance between high power and ensuring control over a desired loss function. In many settings, the points most likely to be misclassified are those who lie near the decision…

Algorithm evaluation and comparison are fundamental questions in machine learning and statistics -- how well does an algorithm perform at a given modeling task, and which algorithm performs best? Many methods have been developed to assess…

Randomized Controlled Trials (RCTs) are the gold standard for comparing the effectiveness of a new treatment to the current one (the control). Most RCTs allocate the patients to the treatment group and the control group by uniform…

This review article provides an overview of random matrix theory (RMT) with a focus on its growing impact on the formulation and inference of statistical models and methodologies. Emphasizing applications within high-dimensional statistics,…

Deep learning models for medical image segmentation and object detection are becoming increasingly available as clinical products. However, as details are rarely provided about the training data, models may unexpectedly fail when cases…