A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
Multinomial Logistic Regression is a well-studied tool for classification and has been widely used in fields like image processing, computer vision and, bioinformatics, to name a few. Under a supervised classification scenario, a Multinomial Logistic Regression model learns a weight vector to differentiate between any …
We propose a penalized likelihood method that simultaneously fits the multinomial logistic regression model and combines subsets of the response categories. The penalty is non differentiable when pairs of columns in the optimization variable are equal. This encourages pairwise equality of these columns in the estimator…
We develop an approximate formula for evaluating a cross-validation estimator of predictive likelihood for multinomial logistic regression regularized by an ℓ1-norm. This allows us to avoid repeated optimizations required for literally conducting cross-validation; hence, the computational time can be significantl…
Scaling multinomial logistic regression to datasets with very large number of data points and classes is challenging. This is primarily because one needs to compute the log-partition function on every data point. This makes distributing the computation hard. In this paper, we present a distributed stochastic gradient d…
For the problem of multi-class linear classification and feature selection, we propose approximate message passing approaches to sparse multinomial logistic regression (MLR). First, we propose two algorithms based on the Hybrid Generalized Approximate Message Passing (HyGAMP) framework: one finds the maximum a posterio…
We present ADMM-Softmax, an alternating direction method of multipliers (ADMM) for solving multinomial logistic regression (MLR) problems. Our method is geared toward supervised classification tasks with many examples and features. It decouples the nonlinear optimization problem in MLR into three steps that can be solv…
MM (majorization--minimization) algorithms are an increasingly popular tool for solving optimization problems in machine learning and statistical estimation. This article introduces the MM algorithm framework in general and via three popular example applications: Gaussian mixture regressions, multinomial logistic regre…
In tropical regions, populations continue to suffer morbidity and mortality from malaria and arboviral diseases. In Kedougou (Senegal), these illnesses are all endemic due to the climate and its geographical position. The co-circulation of malaria parasites and arboviruses can explain the observation of coinfected case…
We develop unbiased implicit variational inference (UIVI), a method that expands the applicability of variational inference by defining an expressive variational family. UIVI considers an implicit variational distribution obtained in a hierarchical manner using a simple reparameterizable distribution whose variational …
Cyanure is an open-source C++ software package with a Python interface. The goal of Cyanure is to provide state-of-the-art solvers for learning linear models, based on stochastic variance-reduced stochastic optimization with acceleration mechanisms. Cyanure can handle a large variety of loss functions (logistic, square…
High dimensional regression benefits from sparsity promoting regularizations. Screening rules leverage the known sparsity of the solution by ignoring some variables in the optimization, hence speeding up solvers. When the procedure is proven not to discard features wrongly the rules are said to be \emph{safe}. In this …
We consider the problem of identifying universal low-dimensional features from high-dimensional data for inference tasks in settings involving learning. For such problems, we introduce natural notions of universality and we show a local equivalence among them. Our analysis is naturally expressed via information geometr…
Hyperbolic spaces have recently gained momentum in the context of machine learning due to their high capacity and tree-likeliness properties. However, the representational power of hyperbolic geometry is not yet on par with Euclidean geometry, mostly because of the absence of corresponding hyperbolic neural network lay…
Brain decoding involves the determination of a subject's cognitive state or an associated stimulus from functional neuroimaging data measuring brain activity. In this setting the cognitive state is typically characterized by an element of a finite set, and the neuroimaging data comprise voluminous amounts of spatiotemp…
In high dimensional regression settings, sparsity enforcing penalties have proved useful to regularize the data-fitting term. A recently introduced technique called screening rules propose to ignore some variables in the optimization leveraging the expected sparsity of the solutions and consequently leading to faster s…