This work develops scalable model selection methods with fast update and selection.
problem Efficient model selection for large pools of candidate models.
method Isolated model embedding, which supports asymptotically fast update and selection.
result Standardized Embedder achieves competitive model selection performances.
Value selection reduces model size while maintaining accuracy.
problem Space efficiency in model size reduction.
method Two probabilistic methods based on information theory's metric: PVS and P + VS.
result Value selection achieves balance between accuracy and model size reduction.
New method stabilizes model selection with theoretical guarantees.
problem Stability of model selection methods in the face of noisy or incomplete data.
method Combines bagging with an 'inflated' argmax operation to select a stable set of models.
result Stable model selection with high probability of overlap after removing any data point.
We analyze general model selection procedures using penalized empirical loss minimization under computational constraints. While classical model selection approaches do not consider computational aspects of performing model selection, we argue that any practical model selection procedure must not only trade off estimat…
We develop a general approach to valid inference after model selection. At the core of our framework is a result that characterizes the distribution of a post-selection estimator conditioned on the selection event. We specialize the approach to model selection by the lasso to form valid confidence intervals for the sel…
Investigates the use of Information Coefficient as a stock selection model performance measure.
problem The adequacy and effectiveness of Information Coefficient (IC) for evaluating stock selection models is unclear.
method Simulation and simple statistical modeling to examine IC behavior statically and dynamically.
result Proposes two practical procedures for IC-based ongoing performance monitoring of stock selection models.
Automates model selection for GLMs using optimization.
problem Automating model selection for generalized linear models.
method Mixed-integer conic optimization for feature subset selection and model constraints.
result Optimization of AIC and BIC criteria with multicollinearity constraints.
We consider the bridge linear regression modeling, which can produce a sparse or non-sparse model. A crucial point in the model building process is the selection of adjusted parameters including a regularization parameter and a tuning parameter in bridge regression models. The choice of the adjusted parameters can be v…
OptCS optimizes model selection after conformal inference, controlling FDR and power loss.
problem Challenges in model selection for conformal inference, especially when limited labeled data and many model choices are available.
method OptCS framework that allows valid statistical testing after flexible data-driven model optimization, using novel multiple testing procedures.
result Valid conformal p-values constructed despite substantial data reuse, maintaining FDR control.
Nonparametric undirected graphical model selection using diffusion models
problem Undirected graphical model selection
method Diffusion models
result Model selection consistency
ACS is an interactive framework for model-free selection with guaranteed error control.
problem Model-free selection with rigorous error control.
method Adaptive conformal selection with human-in-the-loop data exploration and new information incorporation.
result ACS provides concrete selection algorithms for various goals, including model update/selection, diversified selection, and incorporating new data.
DsDm selects data to improve model performance, avoiding handpicked notions of quality.
problem Selecting data for model training can lead to worse performance than random selection.
method Formulates dataset selection as an optimization problem, maximizing model performance.
result Selected datasets improve language model performance by 2x over baseline methods.
Introduces model class selection to find sets of near-optimal models.
problem Finding sets of near-optimal models within multiple model collections.
method Generalizes model set selection framework to model class selection, using data splitting approaches.
result Shows that simpler, interpretable models can perform similarly to complex machine learning models.
Develops SCMs for latent selection to simplify causal analysis.
problem Latent selection complicates causal analysis.
method Introduces a conditioning operation for SCMs to encode latent selection.
result Conditioning operation preserves simplicity, acyclicity, and linearity of SCMs.
Paper tackles selective regression using uncertainty estimation.
problem Selective regression for machine learning models to avoid predictions when uncertain.
method Model-agnostic non-parametric uncertainty estimation.
result Superior performance compared to state-of-the-art selective regressors.
New method estimates selection event for black-box models.
problem Infeasibility of conditional selective inference due to unavailable selection event.
method Bootstrapping to estimate selection event and conditional distribution.
result Feasibility of conditional selective inference for models without exact selection event.
IWeS selects examples by entropy-based importance sampling for subset selection.
problem Efficiently selecting examples for model training in batch settings.
method IWeS uses importance sampling based on model entropy to select examples.
result IWeS outperforms other subset selection algorithms on seven datasets.
Beam search improves feature selection for better model performance.
problem Improving feature selection for better model performance.
method Proposed beam search as a generalization of forward selection for feature selection.
result Beam search can outperform forward selection, especially with correlated features.
Penalized regression models are popularly used in high-dimensional data analysis to conduct variable selection and model fitting simultaneously. Whereas success has been widely reported in literature, their performances largely depend on the tuning parameters that balance the trade-off between model fitting and model s…
One of the longstanding open problems in spectral graph clustering (SGC) is the so-called model order selection problem: automated selection of the correct number of clusters. This is equivalent to the problem of finding the number of connected components or communities in an undirected graph. We propose automated mode…
Develops a faster model selection method using influence functions.
problem Time-consuming and computationally inefficient model selection.
method Model-specific data subsampling guided by influence functions.
result Empirically shows improved selection of high-quality models.
The paper introduces a framework to select efficient datasets for preserving model rankings.
problem Efficient evaluation of machine learning models on small, representative datasets.
method Bootstrap aggregation, clustering, design criteria, random baselines, and greedy farthest-first (FAFI).
result Several selection strategies improve rank preservation compared to random subsets, especially in time series classification.
Study compares mutation validation and cross-validation for model selection.
problem Comparing model selection methods for generalization performance and computational efficiency.
method Empirical comparison using benchmark and real-world datasets with Bayesian tests.
result Both methods select models with equivalent generalization performance but MV selects simpler models and is computationally cheaper.
The study explores whether model selection guarantees apply to contextual bandits.
problem Applying model selection guarantees to contextual bandits.
method Investigates whether similar guarantees for model selection in statistical learning can be extended to contextual bandit learning.
result Initial findings suggest that model selection guarantees may not directly apply to contextual bandits.
The paper explores MMPR to select diverse models for scientific insight.
problem Model selection often fails to bring multiple underlying patterns to light.
method Multi-model penalized regression (MMPR) to acknowledge model uncertainty.
result Different penalty settings can promote either shrinkage or sparsity of coefficients in separate models.
Proposes a method to compute valid lower confidence bounds for multiple models selected based on their performance.
problem Model selection and evaluation in machine learning.
method Interprets model selection as a simultaneous inference problem, uses bootstrap tilting and maxT-type multiplicity correction.
result Yields valid lower confidence bounds that are at least as good as standard approaches and reliably reach nominal coverage probability.
A framework for optimizing prompt selection in generative language models.
problem Efficiently selecting prompts for generative language models.
method Two-stage framework using simulation optimization to maximize a pre-defined score.
result Consistency of the sequential evaluation procedure in the proposed framework.
Study evaluates model selection methods for time series forecasting.
problem Evaluating which model is best for time series forecasting.
method Compared various estimation methods for selecting the best model.
result Accuracy of model selection estimators is low, and performance loss is significant.
Recently, many regularized procedures have been proposed for variable selection in linear regression, but their performance depends on the tuning parameter selection. Here a criterion for the tuning parameter selection is proposed, which combines the strength of both stability selection and cross-validation and therefo…
Proposes a method for stable variable selection in high-dimensional data.
problem Challenges of variable selection in high-dimensional, correlated data.
method Resample-aggregate framework using diffusion models.
result Stable subset of predictors with calibrated stability scores.
Paper proposes a new method for feature importance in model selection.
problem Feature importance in model selection.
method New tree-model explanation approach using Coefficient of Variation of feature weight.
result Novel feature explanation performs better than cross-validation in model selection.
LMs perform poorly in true few-shot learning without held-out examples.
problem Evaluating few-shot performance of language models without access to held-out examples.
method Evaluated two model selection criteria (cross-validation and minimum description length) for choosing LM prompts and hyperparameters in true few-shot learning.
result Selection criteria often prefer models that perform worse than random selection, suggesting overestimation of few-shot ability.
Proposes a new algorithm for efficient online model selection of LLMs considering the increasing-then-converging trend.
problem Balancing cost and performance in choosing the best LLM among a diverse set of models.
method Introduces a time-increasing bandit algorithm (TI-UCB) that predicts model performance increases and balances exploration and exploitation.
result Achieves a logarithmic regret upper bound, indicating a fast convergence rate in model selection.
Variable selection is of significant importance for classification and regression tasks in machine learning and statistical applications where both predictability and explainability are needed. In this paper, a Copula Entropy (CE) based method for variable selection which use CE based ranks to select variables is propo…
Lasso and other regularization procedures are attractive methods for variable selection, subject to a proper choice of shrinkage parameter. Given a set of potential subsets produced by a regularization algorithm, a consistent model selection criterion is proposed to select the best one among this preselected set. The a…
The paper discusses selecting predictive models for causal inference, highlighting the challenges and proposing a solution.
problem Selecting the best predictive models for causal inference from a variety of machine learning models.
method The paper proposes using Rext−risk, flexible estimators, and splitting data to compute risks for model selection. result The proposed method controls both outcome errors for treated and non-treated individuals, addressing the issue of model selection for causal inference.
Proposes HSIC-Lasso for selective inference in non-linear data.
problem Detecting influential features in non-linear and high-dimensional data.
method Model-free HSIC-Lasso based on truncated Gaussians and polyhedral lemma.
result Tight control of type-I error even for small sample sizes.
New method improves CATE model selection with optimal regret rates.
problem Nontrivial task of selecting accurate CATE models.
method Causal Q-aggregation using doubly robust loss.
result Achieves optimal oracle model selection regret rates of log(M)/n.
Proposes a new selective regression method using conformal prediction.
problem The need for models to abstain from predictions in cases of uncertainty.
method Leverages conformal prediction to provide grounded confidence measures for individual predictions based on model-specific biases.
result Demonstrates an advantage over state-of-the-art baselines in selective regression.
Selective inference for group lasso estimators across various distributions and covariates.
problem Developing selective inference methods for group lasso estimators.
method Randomized group-regularized optimization problem with post-selection likelihood.
result Selective point estimator and Wald-type confidence regions for regression parameters.
A new method selects representative subdata without assuming underlying models.
problem Selecting representative subdata for fast and efficient analysis.
method Uses decision trees to partition data and selects samples from each partition.
result PED subdata results in higher classification accuracy than other methods.
Flexible selective inference using flow-based transport maps.
problem Selective inference with complex selection events.
method Flow-based generative modeling for conditional distribution approximation.
result Valid p-values and confidence sets for adaptively selected hypotheses and parameters.
New algorithms for model selection in linear contextual bandits without feature diversity conditions.
problem Model selection in linear contextual bandits without feature diversity conditions.
method Data-adaptive algorithms that provide model selection guarantees without feature diversity conditions.
result O(d^α T^{1-α}) model selection guarantees with no feature diversity conditions.
This paper reviews feature selection in KGs for improved ML model performance.
problem Improving feature selection in KGs for better machine learning model efficacy.
method Comprehensive review of feature selection methodologies in KGs.
result Advancement in scalability, accuracy, and interpretability of feature selection techniques.
CAMS selects best pre-trained model for unlabeled data points.
problem Efficiently utilizing pre-trained models and unlabeled data.
method Contextual active model selection algorithm with two components: contextual model selection and active query.
result CAMS requires less than 10% labeling effort compared to existing methods, achieving similar or better accuracy.
New method selects equivariant models using uncertainty metrics.
problem Selecting equivariant models among pretrained ones with varying symmetry biases.
method Uncertainty-aware model selection using frequentist, Bayesian, and calibration-based measures.
result Bayesian model evidence often misaligns with predictive performance.
Paper improves k-NN predictive performance with efficient variable selection.
problem Improving predictive performance of k-NN models. method Efficient forward selection of predictor variables.
result Novel approach approaches outperformance of stepwise selection models.
Bayesian model selection of vine copulas: a loss-based perspective
problem Efficient model selection and estimation in Bayesian vine methodology
method Combines loss-based model priors with shotgun stochastic search strategy
result Promotes sparsity and enables fast and effective structure selection