相关论文: Fast OSCAR and OWL Regression via Safe Screening R…

The recent wide adoption of Electronic Medical Records (EMR) presents great opportunities and challenges for data mining. The EMR data is largely temporal, often noisy, irregular and high dimensional. This paper constructs a novel ordinal…

In variable selection, most existing screening methods focus on marginal effects and ignore dependence between covariates. To improve the performance of selection, we incorporate pairwise effects in covariates for screening and…

We investigate meta-learning procedures in the setting of stochastic linear bandits tasks. The goal is to select a learning algorithm which works well on average over a class of bandits tasks, that are sampled from a task-distribution.…

Recent advances (Sherman, 2017; Sidford and Tian, 2018; Cohen et al., 2021) have overcome the fundamental barrier of dimension dependence in the iteration complexity of solving $\ell_\infty$ regression with first-order methods. Yet it…

Ordinal Regression (OR) aims to model the ordering information between different data categories, which is a crucial topic in multi-label learning. An important class of approaches to OR models the problem as a linear combination of basis…

Molecular profiling data (e.g., gene expression) has been used for clinical risk prediction and biomarker discovery. However, it is necessary to integrate other prior knowledge like biological pathways or gene interaction networks to…

The Frank-Wolfe optimization algorithm has recently regained popularity for machine learning applications due to its projection-free property and its ability to handle structured constraints. However, in the stochastic learning setting, it…

Classical supervised learning via empirical risk (or negative log-likelihood) minimization hinges upon the assumption that the testing distribution coincides with the training distribution. This assumption can be challenged in modern…

Taking into account high-order interactions among covariates is valuable in many practical regression problems. This is, however, computationally challenging task because the number of high-order interaction features to be considered would…

Recently, tensor data (or multidimensional array) have been generated in many modern applications, such as functional magnetic resonance imaging (fMRI) in neuroscience and videos in video analysis. Many efforts are made in recent years to…

Ordinal regression is commonly formulated as a multi-class problem with ordinal constraints. The challenge of designing accurate classifiers for ordinal regression generally increases with the number of classes involved, due to the large…

In this paper, we develop a randomized algorithm and theory for learning a sparse model from large-scale and high-dimensional data, which is usually formulated as an empirical risk minimization problem with a sparsity-inducing regularizer.…

Low-rank modeling has a lot of important applications in machine learning, computer vision and social network analysis. While the matrix rank is often approximated by the convex nuclear norm, the use of nonconvex low-rank regularizers has…

A l1-norm penalized orthogonal forward regression (l1-POFR) algorithm is proposed based on the concept of leaveone- out mean square error (LOOMSE). Firstly, a new l1-norm penalized cost function is defined in the constructed orthogonal…

It is a long-standing question to discover causal relations among a set of variables in many empirical sciences. Recently, Reinforcement Learning (RL) has achieved promising results in causal discovery from observational data. However,…

Sparse regression has been a popular approach to perform variable selection and enhance the prediction accuracy and interpretability of the resulting statistical model. Existing approaches focus on offline regularized regression, while the…

Many regularization schemes for high-dimensional regression have been put forward. Most require the choice of a tuning parameter, using model selection criteria or cross-validation schemes. We show that a simple non-negative or…

In recent years, a rich variety of regularization procedures have been proposed for high dimensional regression problems. However, tuning parameter choice and computational efficiency in ultra-high dimensional problems remain vexing issues.…

l1-norm quantile regression is a common choice if there exists outlier or heavy-tailed error in high-dimensional data sets. However, it is computationally expensive to solve this problem when the feature size of data is ultra high. As far…

Regularization plays a vital role in the context of deep learning by preventing deep neural networks from the danger of overfitting. This paper proposes a novel deep learning regularization method named as DL-Reg, which carefully reduces…