Robust variable selection for high-dimensional data with missing and measurement errors.
problem Missing data and measurement errors confound data distribution.
method Exponential loss function with inverse probability weighting and additive error models.
result The Atan punishment method improves robust variable selection.
New weighted Lasso estimates improve logistic regression performance with measurement error.
problem Improper Lasso estimates in sparse logistic regression with equal penalties.
method Proposed weighted Lasso estimates using McDiarmid inequality for non-asymptotic oracle inequalities.
result Finite sample behavior illustrated by non-asymptotic oracle inequalities for estimation and prediction errors.
Improved kernel quadrature with convex weights using subsampling.
problem Constructing quadrature rules with small worst-case error.
method Combining spectral properties of the kernel with recombination results.
result Effective algorithms for constructing convex quadrature rules with i.i.d. samples.
Gaussian process regression helps approximate Bayesian inverse problems efficiently.
problem Computational intractability of Bayesian posterior distributions in inverse problems.
method Gaussian process regression to build a surrogate model for the likelihood.
result Error between true and approximate posterior can be bounded by weighted L2-norm error between true and approximate likelihood. The paper analyzes constrained optimal portfolios in high dimensions using novel statistical learning techniques.
problem Forming optimal portfolios with constraints in high-dimensional asset spaces.
method CROWN method integrating factor models with nodewise regression for estimation in large dimensions.
result Demonstrates estimation consistency and convergence rates for constrained portfolio weights, risk, and Sharpe Ratio.
We propose an iterative scheme for feature-based positioning using a new weighted dissimilarity measure with the goal of reducing the impact of large errors among the measured or modeled features. The weights are computed from the location-dependent standard deviations of the features and stored as part of the referenc…
We study in this paper the consequences of using the Mean Absolute Percentage Error (MAPE) as a measure of quality for regression models. We prove the existence of an optimal MAPE model and we show the universal consistency of Empirical Risk Minimization based on the MAPE. We also show that finding the best model under…
Biases in observational data of treatments pose a major challenge to estimating expected treatment outcomes in different populations. An important technique that accounts for these biases is reweighting samples to minimize the discrepancy between treatment groups. We present a novel reweighting approach that uses bi-le…
We study in this paper the consequences of using the Mean Absolute Percentage Error (MAPE) as a measure of quality for regression models. We show that finding the best model under the MAPE is equivalent to doing weighted Mean Absolute Error (MAE) regression. We show that universal consistency of Empirical Risk Minimiza…
We study in this paper the consequences of using the Mean Absolute Percentage Error (MAPE) as a measure of quality for regression models. We show that finding the best model under the MAPE is equivalent to doing weighted Mean Absolute Error (MAE) regression. We also show that, under some asumptions, universal consisten…
Study proposes method to estimate causal effects from noisy treatment data.
problem Estimating causal effects from noisy treatment data without side information.
method Deep latent variable model with neural network parameterization and amortized importance-weighted variational objective.
result Causal effect estimates are identifiable without side information and measurement error variance knowledge.
We introduce a minorization-maximization approach to optimizing common measures of discovery significance in high energy physics. The approach alternates between solving a weighted binary classification problem and updating class weights in a simple, closed-form manner. Moreover, an argument based on convex duality sho…
As proteins with similar structures often have similar functions, analysis of protein structures can help predict protein functions and is thus important. We consider the problem of protein structure classification, which computationally classifies the structures of proteins into pre-defined groups. We develop a weight…
Neural networks improve nonparametric regression with measurement errors.
problem Nonparametric regression with measurement errors.
method Proposes a neural network design using FNN, normalizing flow, and inference network.
result Neural network approach is more flexible and superior or comparable to classical methods.
Neural networks can approximate rectifiable measures with small error.
problem Approximating complex rectifiable measures using neural networks.
method Using ReLU neural networks to approximate (countably) m-rectifiable measures as push-forwards of the Lebesgue measure.
result The approximation error in terms of Wasserstein distance can be made arbitrarily small.
CWGD measures gradient diversity weighted by curvature, improving SGD convergence.
problem Gradient noise in high-curvature directions is underestimated by standard methods.
method CWGD weights gradient diversity by the inverse square root of the Hessian.
result CWGD-Cosine reduces optimization error by up to 20% compared to standard cosine annealing.
Paper introduces a novel error measure for neural networks integrating statistical and information theory.
problem No single error measure is universally best for neural network training.
method Developed a novel error measure EExpAbs and integrated it into the Levenberg-Marquardt algorithm. result Self-adaptive, dynamic learning algorithm improves both model accuracy and training process.
We continue to develop our neural network (NN) based forecasting approach to anomaly detection (AD) using the Secure Water Treatment (SWaT) industrial control system (ICS) testbed dataset. We propose genetic algorithms (GA) to find the best NN architecture for a given dataset, using the NAB metric to assess the quality…
AdapDISCOM tackles high-dimensional multimodal data with missingness and errors, improving prediction and biomarker selection.
problem High-dimensional multimodal data with block-wise missingness and measurement errors.
method AdapDISCOM introduces modality-specific weighting schemes to address heterogeneity and error magnitudes.
result AdapDISCOM consistently outperforms existing methods under heterogeneous contamination and heavy-tailed distributions.
New risk measure and quadrangle improve financial decision-making.
problem Heterogeneous risk assessments among analysts.
method Established analytical characterizations of WGRM and incorporated FRQ into WRQ.
result WGRM and WRQ framework improves risk-adjusted performance and downside resilience.
The paper provides theoretical guarantees for optimized sampling in compressed sensing, showing error vanishes with more measurements.
problem Theoretical and practical improvements in compressed sensing with optimized sampling schemes.
method Theoretical analysis and empirical experiments with optimized sampling schemes for subsampled unitary matrices.
result The error caused by measurement noise vanishes with an increasing number of measurements for optimized sampling schemes, assuming Gaussian noise.
Paper simplifies balancing weights by relaxing outcome assumptions.
problem Estimating missing outcomes in a target population.
method Relaxes outcome assumptions to simplify balancing weights.
result Balancing weights can be simplified with convex loss and minimum worst-case bias.
We study the total least squares (TLS) problem that generalizes least squares regression by allowing measurement errors in both dependent and independent variables. TLS is widely used in applied fields including computer vision, system identification and econometrics. The special case when all dependent and independent…
Formula found for neural network error with fixed weights.
problem Understanding error in neural networks with fixed weights.
method Provided an explicit formula for approximation error.
result Explicit formula for neural network error with fixed weights.
Study recovers community structure from coarse graph measurements.
problem Community recovery from low-resolution graph measurements.
method Formalized coarsening process of graph measurements, developed conditions for perfect recovery.
result Simple and closed-form asymptotic conditions for perfect recovery of coarse graph communities.
New findings on neural networks with non-negative weights and low training error.
problem Does a low training error imply a small outer norm for two-layer neural networks?
method Covering number argument and fat-shattering dimension analysis.
result For non-negative output weights, low training error guarantees a well-controlled outer norm.
Motivated by value function estimation in reinforcement learning, we study statistical linear inverse problems, i.e., problems where the coefficients of a linear system to be solved are observed in noise. We consider penalized estimators, where performance is evaluated using a matrix-weighted two-norm of the defect of …
PIE-PINN estimates elastic properties from noisy, low-res displacement data.
problem Estimating heterogeneous elastic properties from low-resolution, noisy data.
method Probabilistic Physics-Informed Neural Network (PIE-PINN) framework combining B-spline and hierarchical scale model.
result Robust estimation of Young's modulus and Poisson's ratio from noisy, low-resolution displacement data.
A new weighted MCC measure improves classifier performance evaluation.
problem Lack of measures sensitive to observation weights in multiclass classification.
method Proposes weighted versions of Pearson-Matthews Correlation Coefficient (MCC) for binary and multiclass classification.
result Weighted MCC values are higher for classifiers that perform better on highly weighted observations.
The paper analyzes prediction error in nonstationary settings using weighted risk minimization.
problem Prediction under distribution drift and nonstationary conditions.
method General decomposition of excess risk into learning and drift terms, proving oracle inequalities under mixing conditions.
result Oracle inequalities for the learning error, providing bounds that hold uniformly over arbitrary weight classes.
Study distortion risk measures for step-weighted distributions.
problem Analyzing risk measures for specific distribution types.
method Investigate distortion risk measures of step-weighted distributions.
result Developed methods for calculating risk measures.
The contour maps of the error of historical resp. parametric estimates for large random portfolios optimized under the risk measure Expected Shortfall (ES) are constructed. Similar maps for the sensitivity of the portfolio weights to small changes in the returns as well as the VaR of the ES-optimized portfolio are also…
Proposes HeteroJIVE for joint subspace estimation in multi-view data with statistical and structural heterogeneity.
problem Joint subspace estimation in multi-view data with varying statistical and structural heterogeneity.
method HeteroJIVE: A weighted two-stage spectral algorithm addressing statistical and structural heterogeneity.
result HeteroJIVE achieves the O(K−1/2) rate without iterative refinement, validating the oracle-optimal weighting scheme. This paper analyzes SGD with increasingly weighted averaging for optimization and generalization.
problem Improving optimization and generalization for non-strongly convex objectives.
method Comprehensive analysis of increasingly weighted averaging schemes for convex, strongly convex, and non-convex objectives.
result The weight α affects both optimization and generalization errors, revealing a trade-off. We propose a novel method for compressed sensing recovery using untrained deep generative models. Our method is based on the recently proposed Deep Image Prior (DIP), wherein the convolutional weights of the network are optimized to match the observed measurements. We show that this approach can be applied to solve any…
Sharp analysis of out-of-distribution error in overparameterized models with importance weights.
problem Understanding and quantifying the degradation of performance in overparameterized models when faced with underrepresented data.
method Sharp analysis of an overparameterized Gaussian mixture model with spurious features and cost-sensitive interpolating solutions incorporating importance weights.
result Characterization of a novel tradeoff between worst-case robustness and average accuracy as a function of importance weight magnitude.
A non-vector-based dissimilarity measure is proposed by combining vector-based distance metrics and set operations. This proposed compound dissimilarity measure (CDM) is applicable to quantify similarity of collections of attribute/feature pairs where not all attributes are present in all collections. This is a typical…
The paper proposes a method to improve random forest classification accuracy by weighting trees based on their decision path reliability.
problem Random forests' uniform voting fails to correct errors in regions where incorrect tree representations outnumber correct ones.
method The paper introduces using the structural pattern of each tree's decision path as an instance-adaptive reliability signal to identify and weight more reliable trees.
result Using the proposed method yields a statistically significant accuracy improvement over RF on 36 binary classification benchmarks.
New neural network rates for unbounded domains with weighted Sobolev spaces.
problem Improving neural network approximation rates for unbounded domains.
method Embedding results for weighted Fourier-Lebesgue spaces in weighted Sobolev spaces, followed by asymptotic approximation rates.
result Asymptotic approximation rates for shallow neural networks without curse of dimensionality for unbounded domains and Muckenhoupt weights.
Weighted SVM (or fuzzy SVM) is the most widely used SVM variant owning its effectiveness to the use of instance weights. Proper selection of the instance weights can lead to increased generalization performance. In this work, we extend the span error bound theory to weighted SVM and we introduce effective hyperparamete…
Study excess capacity in neural networks using Rademacher complexity.
problem Understanding how much capacity deep networks have beyond what's needed for classification.
method Unified Rademacher complexity bounds for function composition and convolutional layers, considering Lipschitz constants and initialization norms.
result There is substantial excess capacity per task, and capacity can be kept similar across different tasks.
Due to their heterogeneity, insurance risks can be properly described as a mixture of different fixed models, where the weights assigned to each model may be estimated empirically from a sample of available data. If a risk measure is evaluated on the estimated mixture instead of the (unknown) true one, then it is impor…
This paper studies ordered weighted L1 (OWL) norm regularization for sparse estimation problems with strongly correlated variables. We prove sufficient conditions for clustering based on the correlation/colinearity of variables using the OWL norm, of which the so-called OSCAR is a particular case. Our results extend pr…
Proposes a new loss function for better handling mislabeling costs.
problem Handling mislabeling costs in machine learning models.
method Introduces Real-World-Weight Crossentropy loss function.
result Demonstrates improved performance in scenarios of mislabeling.
Improves bit error tolerance in RRAM-based BNNs without overfitting.
problem Bit errors in RRAM-based BNNs reduce accuracy and overfit to training error rates.
method Proposes straight-through gradient approximation and a novel regularizer.
result Improves BNNs' robustness to bit errors without overfitting.
New weighted surface area measures for convex bodies with applications.
problem Generalizing surface area measures to weighted Borel measures.
method Formulating and analyzing weighted surface area measures, proving integral formula and Bézout-type inequality.
result New integral formula for mixed measure of three bodies, generalizing Bézout-type inequality.
Supervised classification is the most active and emerging research trends in today's scenario. In this view, Artificial Neural Network (ANN) techniques have been widely employed and growing interest to the researchers day by day. ANN training aims to find the proper setting of parameters such as weights (W) …
New metrics improve scRNA-seq perturbation modeling by reducing mode collapse.
problem Outperformed by simple mean prediction in scRNA-seq perturbation modeling.
method Introduce DEG-aware metrics (WMSE, Rw2(Δ)) and negative/positive baselines. result WMSE loss function reduces mode collapse and improves model performance.