相关论文: The Choice of Normalization Influences Shrinkage i…

Accurate and reliable probability predictions are essential for multi-class supervised learning tasks, where well-calibrated models enable rational decision-making. While isotonic regression has proven effective for binary calibration, its…

Despite their simplicity, linear autoencoder (LAE)-based models have shown comparable or even better performance with faster inference speed than neural recommender models. However, LAEs face two critical challenges: (i) popularity bias,…

Consider the use of $\ell_{1}/\ell_{\infty}$-regularized regression for joint estimation of a $\pdim \times \numreg$ matrix of regression coefficients. We analyze the high-dimensional scaling of $\ell_1/\ell_\infty$-regularized quadratic…

In high-dimensional data analysis, regularization methods pursuing sparsity and/or low rank have received a lot of attention recently. To provide a proper amount of shrinkage, it is typical to use a grid search and a model comparison…

We consider the most common variants of linear regression, including Ridge, Lasso and Support-vector regression, in a setting where the learner is allowed to observe only a fixed number of attributes of each example at training time. We…

A reciprocal LASSO (rLASSO) regularization employs a decreasing penalty function as opposed to conventional penalization approaches that use increasing penalties on the coefficients, leading to stronger parsimony and superior model…

Hastie et al. (2022) found that ridge regularization is essential in high dimensional linear regression $y=\beta^Tx + \epsilon$ with isotropic co-variates $x\in \mathbb{R}^d$ and $n$ samples at fixed $d/n$. However, Hastie et al. (2022)…

Dataset scaling, also known as normalization, is an essential preprocessing step in a machine learning pipeline. It is aimed at adjusting attributes scales in a way that they all vary within the same range. This transformation is known to…

Conventional regularization is designed to control variance, but in small-data regression it can also aggravate underfitting when predictive signal is concentrated in weak directions of a restricted representation. We study a…

We consider the problem of estimating and inferring treatment effects in randomized experiments. In practice, stratified randomization, or more generally, covariate-adaptive randomization, is routinely used in the design stage to balance…

We propose an approach for fitting linear regression models that splits the set of covariates into groups. The optimal split of the variables into groups and the regularized estimation of the regression coefficients are performed by…

Over-parameterized neural network models often lead to significant performance discrepancies between training and test sets, a phenomenon known as overfitting. To address this, researchers have proposed numerous regularization techniques…

While the traditional formulation of machine learning tasks is in terms of performance on average, in practice we are often interested in how well a trained model performs on rare or difficult data points at test time. To achieve more…

Common regularization algorithms for linear regression, such as LASSO and Ridge regression, rely on a regularization hyperparameter that balances the tradeoff between minimizing the fitting error and the norm of the learned model…

Adaptive importance sampling is a widely spread Monte Carlo technique that uses a re-weighting strategy to iteratively estimate the so-called target distribution. A major drawback of adaptive importance sampling is the large variance of the…

Recognition problems in long-tailed data, in which the sample size per class is heavily skewed, have gained importance because the distribution of the sample size per class in a dataset is generally exponential unless the sample size is…

Recent advances in machine learning have been achieved by using overparametrized models trained until near interpolation of the training data. It was shown, e.g., through the double descent phenomenon, that the number of parameters is a…

Regression models usually tend to recover a noisy signal in the form of a combination of regressors, also called features in machine learning, themselves being the result of a learning process.The alignment of the prior covariance feature…

We study the following three fundamental problems about ridge regression: (1) what is the structure of the estimator? (2) how to correctly use cross-validation to choose the regularization parameter? and (3) how to accelerate computation…

Large neural networks have proved remarkably effective in modern deep learning practice, even in the overparametrized regime where the number of active parameters is large relative to the sample size. This contradicts the classical…