New method better identifies irrelevant variables for more accurate treatment effect estimation.
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When applied to high-dimensional datasets, feature selection algorithms might still leave dozens of irrelevant variables in the dataset. Therefore, even after feature selection has been applied, classifiers must be prepared to the presence of irrelevant variables. This paper investigates a new training method called Co…
The problem of finding a reduced dimensionality representation of categorical variables while preserving their most relevant characteristics is fundamental for the analysis of complex data. Specifically, given a co-occurrence matrix of two variables, one often seeks a compact representation of one variable which preser…
The paper investigates how irrelevant features affect clustering performance.
XGBoost fails to accurately identify relevant features, while interpretable methods do.
LLMs are vulnerable to task-irrelevant data changes, limiting their use for data fitting.
Study of local optima in neural networks for feature interactions.
Improved interpretability methods for ML models using local regressions and variable importance.
We focus on credal nets, which are graphical models that generalise Bayesian nets to imprecise probability. We replace the notion of strong independence commonly used in credal nets with the weaker notion of epistemic irrelevance, which is arguably more suited for a behavioural theory of probability. Focusing on direct…
We aim to create the highest possible quality of treatment-control matches for categorical data in the potential outcomes framework. Matching methods are heavily used in the social sciences due to their interpretability, but most matching methods do not pass basic sanity checks: they fail when irrelevant variables are …
Regularization is a popular technique in machine learning for model estimation and avoiding overfitting. Prior studies have found that modern ordered regularization can be more effective in handling highly correlated, high-dimensional data than traditional regularization. The reason stems from the fact that the ordered…
High-dimensional data acquired from biological experiments such as next generation sequencing are subject to a number of confounding effects. These effects include both technical effects, such as variation across batches from instrument noise or sample processing, or institution-specific differences in sample acquisiti…
Statistical inference is considered for variables of interest, called primary variables, when auxiliary variables are observed along with the primary variables. We consider the setting of incomplete data analysis, where some primary variables are not observed. Utilizing a parametric model of joint distribution of prima…
CIB compresses variables causally, preserving key causal interactions.
Transformers can learn optimal variable selection in group-sparse classification.
Adaptive feature normalization improves model robustness to extraneous variables.
Complex systems can be modelled at various levels of detail. Ideally, causal models of the same system should be consistent with one another in the sense that they agree in their predictions of the effects of interventions. We formalise this notion of consistency in the case of Structural Equation Models (SEMs) by intr…
Sparse PCA selects variables with FDR control for improved performance.
This paper presents a new fuzzy k-means algorithm for the clustering of high-dimensional data in various subspaces. Since high-dimensional data, some features might be irrelevant and relevant but may have different significance in the clustering process. For better clustering, it is crucial to incorporate the contribut…
Paper proposes knockoff-based methods to simplify deep neural networks by controlling false discovery rates.
Leveraging on the convexity of the Lasso problem , screening rules help in accelerating solvers by discarding irrelevant variables, during the optimization process. However, because they provide better theoretical guarantees in identifying relevant variables, several non-convex regularizers for the Lasso have been prop…
A game-theoretic approach selects features by testing their marginal contributions.
Screening rules allow to early discard irrelevant variables from the optimization in Lasso problems, or its derivatives, making solvers faster. In this paper, we propose new versions of the so-called for the Lasso. Based on duality gap considerations, our new rules create safe test regions whose d…
A new fairness metric for decision-making algorithms, conditioning on known fair variables.
When applying the support vector machine (SVM) to high-dimensional classification problems, we often impose a sparse structure in the SVM to eliminate the influences of the irrelevant predictors. The lasso and other variable selection techniques have been successfully used in the SVM to perform automatic variable selec…
We propose a novel application of the Simultaneous Orthogonal Matching Pursuit (S-OMP) procedure for sparsistant variable selection in ultra-high dimensional multi-task regression problems. Screening of variables, as introduced in \cite{fan08sis}, is an efficient and highly scalable way to remove many irrelevant variab…
Kernel embeddings of distributions and the Maximum Mean Discrepancy (MMD), the resulting distance between distributions, are useful tools for fully nonparametric two-sample testing and learning on distributions. However, it is rarely that all possible differences between samples are of interest -- discovered difference…
Deep state space model forecasts time series with uncertainty.
Random forests is a common non-parametric regression technique which performs well for mixed-type data and irrelevant covariates, while being robust to monotonic variable transformations. Existing random forest implementations target regression or classification. We introduce the RFCDE package for fitting random forest…
Exclusive Lasso improves survival prediction in cancer datasets.
Paper tackles robust domain adaptation without target domain data.
Causal effect estimation from observational data is an important and much studied research topic. The instrumental variable (IV) and local causal discovery (LCD) patterns are canonical examples of settings where a closed-form expression exists for the causal effect of one variable on another, given the presence of a th…
Improved RL for TBGs by pruning irrelevant tokens and bootstrapping.
Variables in many massive high-dimensional data sets are structured, arising for example from measurements on a regular grid as in imaging and time series or from spatial-temporal measurements as in climate studies. Classical multivariate techniques ignore these structural relationships often resulting in poor performa…
Both the median-based classifier and the quantile-based classifier are useful for discriminating high-dimensional data with heavy-tailed or skewed inputs. But these methods are restricted as they assign equal weight to each variable in an unregularized way. The ensemble quantile classifier is a more flexible regularize…
This paper simplifies OPE in large state spaces using state abstractions.
Estimating the difficulty level of math word problems is an important task for many educational applications. Identification of relevant and irrelevant sentences in math word problems is an important step for calculating the difficulty levels of such problems. This paper addresses a novel application of text categoriza…
Statistical inference can be computationally prohibitive in ultrahigh-dimensional linear models. Correlation-based variable screening, in which one leverages marginal correlations for removal of irrelevant variables from the model prior to statistical inference, can be used to overcome this challenge. Prior works on co…
Method learns representations invariant to task-irrelevant details in reinforcement learning tasks.
A scalable algorithm for GP regression selects relevant covariates efficiently.
A new knockoff statistic using conditional prediction function improves variable selection in complex models.
LassoFlexNet improves deep learning performance on tabular data.
Adaptive LASSO improves model selection for functional geostatistical data.
OSIRIS reduces variance in off-policy evaluation by omitting irrelevant states.
New rules reduce SLOPE model fitting time by screening out irrelevant variables.
The method approximates stationary distributions of Markov models by truncating irrelevant states.
FSRM method improves treatment effect estimation from observational data.
Anisotropic neural network selects relevant features from datasets.