相关论文: Model selection by resampling penalization

Real-world data is complex and often consists of objects that can be decomposed into multiple entities (e.g. images into pixels, graphs into interconnected nodes). Randomized smoothing is a powerful framework for making models provably…

We propose a block-resampling penalization method for marginal density estimation with nonnecessary independent observations. When the data are $\beta$ or $\tau$-mixing, the selected estimator satisfies oracle inequalities with leading…

We introduce an algorithm which, in the context of nonlinear regression on vector-valued explanatory variables, chooses those combinations of vector components that provide best prediction. The algorithm devotes particular attention to…

Modern machine learning models are becoming increasingly expensive to train for real-world image and text classification tasks, where massive web-scale data is collected in a streaming fashion. To reduce the training cost, online batch…

The support vector machine (SVM) algorithm is well known to the computer learning community for its very good practical results. The goal of the present paper is to study this algorithm from a statistical perspective, using tools of…

Graphs and networks are common ways of depicting biological information. In biology, many different biological processes are represented by graphs, such as regulatory networks, metabolic pathways and protein--protein interaction networks.…

The correct use of model evaluation, model selection, and algorithm selection techniques is vital in academic machine learning research as well as in many industrial settings. This article reviews different techniques that can be used for…

Measurement error data or errors-in-variable data have been collected in many studies. Natural criterion functions are often unavailable for general functional measurement error models due to the lack of information on the distribution of…

In many real-world binary classification tasks (e.g. detection of certain objects from images), an available dataset is imbalanced, i.e., it has much less representatives of a one class (a minor class), than of another. Generally, accurate…

In this paper we consider the trace regression model. Assume that we observe a small set of entries or linear combinations of entries of an unknown matrix $A_0$ corrupted by noise. We propose a new rank penalized estimator of $A_0$. For…

Regularization techniques such as the lasso (Tibshirani 1996) and elastic net (Zou and Hastie 2005) can be used to improve regression model coefficient estimation and prediction accuracy, as well as to perform variable selection. Ordinal…

In this paper, for Lasso penalized linear regression models in high-dimensional settings, we propose a modified cross-validation method for selecting the penalty parameter. The methodology is extended to other penalties, such as Elastic…

Feature subsampling is a core component of random forests and other ensemble methods. While recent theory suggests that this randomization acts solely as a variance reduction mechanism analogous to ridge regularization, these results…

The expectation-maximization (EM) algorithm and its variants are widely used in statistics. In high-dimensional mixture linear regression, the model is assumed to be a finite mixture of linear regression and the number of predictors is much…

We present a novel adaptive random subspace learning algorithm (RSSL) for prediction purpose. This new framework is flexible where it can be adapted with any learning technique. In this paper, we tested the algorithm for regression and…

Regression by composition provides a flexible framework for constructing conditional distributions through sequential group actions. However, when multiple flows act on the same distribution, the model becomes non-identifiable, leading to…

Model selection consistency in the high-dimensional regression setting can be achieved only if strong assumptions are fulfilled. We therefore suggest to pursue a different goal, which we call a minimal class of models. The minimal class of…

In this paper, we focus on the variable selection techniques for a class of semiparametric spatial regression models which allow one to study the effects of explanatory variables in the presence of the spatial information. The spatial…

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…

This work presents a new meta-heuristic approach to select the structure of polynomial NARX models for regression and classification problems. The method takes into account the complexity of the model and the contribution of each term to…