相关论文: KOO approach for scalable variable selection probl…

We propose Stepwise cOnditional likelihood variable selection for Discriminant Analysis (SODA) to detect both main and quadratic interaction effects in logistic regression and quadratic discriminant analysis (QDA) models. In the forward…

Data-driven algorithm selection is a powerful approach for choosing effective heuristics for computational problems. It operates by evaluating a set of candidate algorithms on a collection of representative training instances and selecting…

Purpose: In recent years Monte-Carlo sampling methods, such as Monte Carlo tree search, have achieved tremendous success in model free reinforcement learning. A combination of the so called upper confidence bounds policy to preserve the…

We develop a model-based empirical Bayes approach to variable selection problems in which the number of predictors is very large, possibly much larger than the number of responses (the so-called 'large p, small n' problem). We consider the…

Age of Information (AoI) is a crucial metric for quantifying information freshness in real-time systems where the sampling rate of data packets is time-varying. Evaluating AoI under such conditions is challenging, as system states become…

We study decision problems under uncertainty, where the decision-maker has access to $K$ data sources that carry {\em biased} information about the underlying risk factors. The biases are measured by the mismatch between the risk factor…

Knee-Joint Osteoarthritis (KOA) is a prevalent cause of global disability and is inherently complex to diagnose due to its subtle radiographic markers and individualized progression. One promising classification avenue involves applying…

Although there is a huge literature on feature selection for the Cox model, none of the existing approaches can control the false discovery rate (FDR) unless the sample size tends to infinity. In addition, there is no formal power analysis…

There is a clear need for efficient algorithms to tune hyperparameters for statistical learning schemes, since the commonly applied search methods (such as grid search with N-fold cross-validation) are inefficient and/or approximate.…

We develop a uniform inference theory for high-dimensional slope parameters in threshold regression models, allowing for either cross-sectional or time series data. We first establish oracle inequalities for prediction errors, and L1…

For a large class of regularized models, leave-one-out cross-validation can be efficiently estimated with an approximate leave-one-out formula (ALO). We consider the problem of adjusting hyperparameters so as to optimize ALO. We derive…

A noisy training set usually leads to the degradation of the generalization and robustness of neural networks. In this paper, we propose a novel theoretically guaranteed clean sample selection framework for learning with noisy labels.…

We introduce a stochastic version of the cutting-plane method for a large class of data-driven Mixed-Integer Nonlinear Optimization (MINLO) problems. We show that under very weak assumptions the stochastic algorithm is able to converge to…

We propose a new variable selection algorithm, subsample-ordered least-angle regression (solar), and its coordinate descent generalization, solar-cd. Solar re-constructs lasso paths using the $L_0$ norm and averages the resulting solution…

The $k$-nearest neighbor algorithm ($k$-NN) is a widely used non-parametric method for classification and regression. We study the mean squared error of the $k$-NN estimator when $k$ is chosen by leave-one-out cross-validation (LOOCV).…

We consider varying coefficient Cox models with high-dimensional covariates. We apply the group Lasso method to these models and propose a variable selection procedure. Our procedure copes with variable selection and structure…

It is often advantageous to train models on a subset of the available train examples, because the examples are of variable quality or because one would like to train with fewer examples, without sacrificing performance. We present Gradient…

Knockoff variable selection is a powerful framework that creates synthetic knockoff variables to mirror the correlation structure of the observed features, enabling principled control of the false discovery rate in variable selection.…

The error threshold transition in a stochastic (i.e. finite population) version of the quasispecies model of molecular evolution is studied using finite-size scaling. For the single-sharp-peak replication landscape, the deterministic model…

We extend the knockoffs method for selecting predictors to clustered data (cross-sectional or repeated measures). In the setting of clustered data, variable selection is complex because some predictors are measured at the observation level…