相关论文: Shape-constrained Symbolic Regression with NSGA-II…

In this paper, we proposed a new technique, {\em variance controlled stochastic gradient} (VCSG), to improve the performance of the stochastic variance reduced gradient (SVRG) algorithm. To avoid over-reducing the variance of gradient by…

Sign-Perturbed Sum (SPS) is a powerful finite-sample system identification algorithm which can construct confidence regions for the true data generating system with exact coverage probabilities, for any finite sample size. SPS was developed…

An algorithm is proposed, analyzed, and tested experimentally for solving stochastic optimization problems in which the decision variables are constrained to satisfy equations defined by deterministic, smooth, and nonlinear functions. It is…

Shape constrained regression analysis has applications in dose-response modeling, environmental risk assessment, disease screening and many other areas. Incorporating the shape constraints can improve estimation efficiency and avoid…

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…

Modern statistical applications often involve minimizing an objective function that may be nonsmooth and/or nonconvex. This paper focuses on a broad Bregman-surrogate algorithm framework including the local linear approximation, mirror…

Stochastic variance reduced gradient (SVRG) is a popular variance reduction technique for accelerating stochastic gradient descent (SGD). We provide a first analysis of the method for solving a class of linear inverse problems in the lens…

Several applications in time series forecasting require predicting multiple steps ahead. Despite the vast amount of literature in the topic, both classical and recent deep learning based approaches have mostly focused on minimising…

Evolutionary symbolic regression approaches are powerful tools that can approximate an explicit mapping between input features and observation for various problems. However, ensuring that explored expressions maintain consistency with…

Finding a concise and interpretable mathematical formula that accurately describes the relationship between each variable and the predicted value in the data is a crucial task in scientific research, as well as a significant challenge in…

We study a class of nonconvex nonsmooth optimization problems in which the objective is a sum of two functions: One function is the average of a large number of differentiable functions, while the other function is proper, lower…

We consider stochastic optimization problems with non-convex functional constraints, such as those arising in trajectory generation, sparse approximation, and robust classification. To this end, we put forth a recursive momentum-based…

Stochastic variance-reduced gradient (SVRG) is an optimization method originally designed for tackling machine learning problems with a finite sum structure. SVRG was later shown to work for policy evaluation, a problem in reinforcement…

Sparse additive modeling is a class of effective methods for performing high-dimensional nonparametric regression. In this work we show how shape constraints such as convexity/concavity and their extensions, can be integrated into additive…

Extracting interpretable equations from observational datasets to describe complex natural phenomena is one of the core goals of artificial intelligence. This field is known as symbolic regression (SR). In recent years, Transformer-based…

Statistical shape modeling (SSM) is an enabling quantitative tool to study anatomical shapes in various medical applications. However, directly using 3D images in these applications still has a long way to go. Recent deep learning methods…

We investigate a relatively underexplored class of hybrid neurosymbolic models integrating symbolic learning with neural reasoning to construct data generators meeting formal correctness criteria. In \textit{Symbolic Neural Generators}…

Feature selection is an expensive challenging task in machine learning and data mining aimed at removing irrelevant and redundant features. This contributes to an improvement in classification accuracy, as well as the budget and memory…

We develop a class of algorithms, as variants of the stochastically controlled stochastic gradient (SCSG) methods (Lei and Jordan, 2016), for the smooth non-convex finite-sum optimization problem. Assuming the smoothness of each component,…

Stochastic compositional optimization (SCO) has attracted considerable attention because of its broad applicability to important real-world problems. However, existing works on SCO assume that the projection within a solution update is…