Algorithm recovers causal graphs in presence of latent confounders and selection bias.
problem Recovering causal graphs in the presence of latent confounders and selection bias.
method Iterative causal discovery (ICD) algorithm that relies on causal Markov and faithfulness assumptions.
result Sound and complete algorithm that recovers the equivalence class of the underlying causal graph.
New method for matrix completion with row and column similarities.
problem Matrix completion with row and column similarities.
method Iterative model selection with Hutchinson estimator.
result Effective model selection for optimal smoothing parameters.
Efficiently compress neural networks with MUSCO method.
problem Compression of deep neural networks.
method Iterative approach alternating low-rank factorization with rank selection and fine-tuning.
result Improves compression rate while maintaining accuracy.
Paper uses RL to optimize multi-asset portfolios in fluctuating markets.
problem Optimizing multi-asset portfolios in time-varying financial markets.
method Soft Actor-Critic (SAC) algorithm for policy learning, policy iteration process.
result SAC algorithm outperforms in various criteria in simulated and real financial markets.
New algorithm selects best preconditioner for iterative methods.
problem Choosing optimal preconditioner for solving linear systems.
method Sketching methods to estimate preconditioner stability.
result Provable method selects minimal stability preconditioner.
NGP selects N features from P using neural networks in a greedy, iterative process.
problem Feature selection for non-linear prediction problems.
method Neural Greedy Pursuit (NGP) algorithm, selecting features sequentially in an iterative loss minimization procedure.
result NGP provides better performance than DeepLIFT and Drop-one-out loss methods.
Self-paced learning selects tasks in a human-like progression for better multitask machine learning.
problem Improving multitask machine learning performance through effective task selection.
method Iterative selection of most appropriate tasks, learning task parameters, and updating shared knowledge using a bi-convex loss function.
result Self-paced task selection outperforms baseline methods in various multitask learning scenarios.
Proposes a privacy-preserving sign selection method for distributed systems.
problem Sign selection in distributed differentially private settings.
method Iterative peeling of stability function combined with exponential mechanism.
result Recovery of support and signs with optimal signal-to-noise ratio.
iRDM selects unlabeled samples for regression without labels, improving model accuracy.
problem Selecting unlabeled samples for regression without label information.
method Iterative representativeness-diversity maximization (iRDM).
result iRDM significantly outperforms supervised ALR, especially with limited labeled samples.
A new method selects features for better model performance.
problem Improving model performance by selecting effective features.
method Supervised orthogonal least square regression with feature weighting.
result The method reduces feature dimensionality and improves classification results.
Improved SPSA-FSR method for feature selection and ranking in machine learning.
problem Feature selection and ranking in machine learning.
method Improved Simultaneous Perturbation Stochastic Approximation (SPSA) method with Barzilai and Borwein (BB) method for non-monotone iteration gains.
result Dramatically reduces the number of iterations required for convergence without impacting solution quality.
Study portfolio selection with exogenous and endogenous transaction costs using deep learning.
problem Portfolio selection with both exogenous and endogenous transaction costs.
method Deep learning-driven policy iteration scheme for high-dimensional HJB equations.
result Proposes a scheme to address the curse of dimensionality and adapt to high-dimensional control spaces.
In this paper, a novel feature selection method is presented, which is based on Class-Separability (CS) strategy and Data Envelopment Analysis (DEA). To better capture the relationship between features and the class, class labels are separated into individual variables and relevance and redundancy are explicitly handle…
This paper addresses the issue of model selection for hidden Markov models (HMMs). We generalize factorized asymptotic Bayesian inference (FAB), which has been recently developed for model selection on independent hidden variables (i.e., mixture models), for time-dependent hidden variables. As with FAB in mixture model…
New sampler reduces MCMC complexity for Bayesian variable selection.
problem High-dimensional Bayesian variable selection with high computation complexity.
method Variable-complexity subset weighted-Tempered Gibbs Sampler (wTGS) with Rao-Blackwellized estimator.
result Variances of Rao-Blackwellized estimator are smaller than those of subset wTGS.
A stability metric compares feature selection algorithms in machine learning.
problem Stability of feature selection algorithms in machine learning.
method Rank-based instability index to compare MDA, LIME, and SHAP algorithms.
result LIME and SHAP are more stable than MDA, with LIME being best for human interpretability.
Unified dynamic approach for sparse model selection improves efficiency and accuracy.
problem Sparse model selection challenges in various fields.
method Iterative regularization path using Mirror Descent or Linearized Bregman Iterations.
result Path consistency theory with no false positives and minimax optimal error rate.
FWSR selects k exemplars from data sets efficiently.
problem Selecting representative data points for learning tasks.
method Kernelizable Frank-Wolfe Sparse Representation (FWSR) algorithm.
result FWSR achieves linear convergence and outperforms other methods in speed and accuracy.
Algorithm recovers causal graphs from data with fewer tests.
problem Recovering causal graphs from observational data with latent confounders and selection bias.
method Iterative CI tests with increasing condition set sizes.
result Significantly fewer CI tests and condition sets compared to FCI.
HyperImpute improves iterative imputation by automatically selecting models and hyperparameters.
problem Imputing missing values in datasets with variable model specifications.
method Generalized iterative imputation framework that adapts and configures models and hyperparameters automatically.
result Demonstrates superior imputation accuracy compared to benchmarks.
PFBP algorithm speeds up feature selection in big data.
problem Feature selection in high-dimensional and/or large sample size data.
method PFBP algorithm partitions data and uses local computations with early decisions.
result Asymptotic optimality for causal networks, super-linear speedup, linear scalability.
Petridish efficiently searches neural architectures by iteratively adding shortcut connections.
problem Finding efficient neural architectures for various tasks.
method Iteratively adds shortcut connections to existing network layers, motivated by feature selection.
result Petridish efficiently finds competitive models with few GPU days.
A very simple heuristic approach to the unfolding problem will be described. An iterative algorithm starts with an empty histogram and every iteration aims to add one entry to this histogram. The entry to be added is selected according to a criteria which includes a χ 2 χ^2 χ 2 test and a regularization. After a relatively s…
ILTS iteratively refines linear regression models on subsets of data.
problem Linear regression with corruptions and outliers.
method Iteratively selects and refits the subset of samples with lowest loss.
result ILTS converges linearly to the closest mixture component under certain conditions.
Solves complex machine learning problems with IRW method.
problem Problems with intractable sparsity-inducing norms in machine learning.
method Iteratively Re-Weighted (IRW) method with convergence guarantee.
result IRW method significantly outperforms alternative methods in robust feature selection.
Deep RL solves combinatorial selection problems with large item spaces.
problem Solving MDPs with large state and action spaces, especially for combinatorial selection.
method Convert S-MDP to IS-MDP, use weight-shared Q-networks to manage state space explosion.
result Our approach effectively handles large item spaces and scales to diverse environments.
Safe screening improves generalized CGM's feature selection stability.
problem Improving feature selection stability in generalized CGM.
method Coupling safe screening with generalized CGM.
result Safe screening matches solution support at rate O ( 1 / ( t δ 2 ) ) O(1/(tδ^2)) O ( 1/ ( t δ 2 )) . A reinforcement learning method predicts medical outcomes from masked feature vectors.
problem Predicting medical outcomes from limited feature data.
method Reinforcement learning with iterative feature selection and a guesser network.
result The method outperforms baselines and is highly interpretable.
Optimizes subset selection in multiple linear regression models.
problem Choosing a subset of variables for regression models to balance fit and complexity.
method Developed mathematical programming models and algorithms for subset selection, tested with branch-and-bound and iterative heuristic approaches.
result Proposed models and algorithms efficiently find optimal or near-optimal solutions.
Self-training in linear models shows a U-shaped test-risk curve due to signal forgetting and denoising.
problem Understanding the dynamics of iterative self-training in high-dimensional linear regression.
method Derivation of deterministic-equivalent recursions for prediction risk and effective noise, analysis of signal forgetting and denoising effects.
result An optimal early-stopping time is determined, and a U-shaped test-risk curve is observed.
Kernel Multigrid accelerates Back-fitting for additive Gaussian Processes.
problem Slow convergence of Back-fitting in training additive Gaussian Processes.
method Kernel Packets (KP) and Sparse Gaussian Process Regression (GPR) to enhance Back-fitting.
result Kernel Multigrid reduces the required iterations to O ( log n ) \mathcal{O}(\log n) O ( log n ) . RaSE ensemble framework improves sparse classification accuracy.
problem Sparse classification challenges in high-dimensional data.
method Random Subspace Ensemble (RaSE) framework with subspace selection via RIC.
result RaSE achieves low misclassification rates and accurate feature ranking.
A new method combines classical and machine learning PDE solvers efficiently.
problem Combining classical and machine learning PDE solvers to reduce computational cost and improve accuracy.
method Proposes an approximate greedy router to select solvers at each iteration, mimicking a greedy approach.
result Consistently reduces final error and AUC of the error trajectory compared to single-solver baselines and hybrid approaches.
Adaptive l1-regularization controls short-selling in portfolio selection.
problem Financial markets' restrictions on short-selling and sparsity in portfolio solutions.
method Updating rule for l1-penalty parameter in Bregman iteration.
result Approach preserves properties of original l1-regularization and controls both sparsity and short positions.
Paper analyzes robustness of data-selective Volterra NLMS algorithm.
problem Robustness analysis of data-selective Volterra NLMS algorithm.
method The paper analyzes the local robustness and proposes a global bound for the error in the coefficient vector.
result The DS-VNLMS algorithm is robust against noise and improves parameter estimation for most iterations.
A new framework for selecting base classes in multi-class classification boosts accuracy.
problem Selecting the base class in multi-class classification to improve accuracy.
method Introduces a unified framework with parameters ( s , g , w ) (s,g,w) ( s , g , w ) to search for the base class at each boosting iteration, improving computational efficiency. result Our framework can achieve better test accuracy than the exhaustive search strategy, providing a robust and reliable scheme.
Iterative subtraction method outperforms other feature ranking techniques in high-energy physics.
problem Determining the most important features for classification in high-energy physics experiments.
method Comparison of feature ranking methods including Iterative Addition, Iterative Removal, and BDT Selection Frequency.
result Iterative Removal method is the most efficient for feature ranking in classification tasks.
We propose and analyze a new parallel coordinate descent method---`NSync---in which at each iteration a random subset of coordinates is updated, in parallel, allowing for the subsets to be chosen non-uniformly. We derive convergence rates under a strong convexity assumption, and comment on how to assign probabilities t…
Greedy selection works well in a toy model of independent increments.
problem Iterative selection of maximum-value processes from i.i.d. stochastic processes.
method Fixed greedy selection at each stage.
result Optimal strategy is greedy selection under independent increments.
Ancestral graph models, introduced by Richardson and Spirtes (2002), generalize both Markov random fields and Bayesian networks to a class of graphs with a global Markov property that is closed under conditioning and marginalization. By design, ancestral graphs encode precisely the conditional independence structures t…
Hard Thresholding Pursuit (HTP) is an iterative greedy selection procedure for finding sparse solutions of underdetermined linear systems. This method has been shown to have strong theoretical guarantee and impressive numerical performance. In this paper, we generalize HTP from compressive sensing to a generic problem …
AutoSGD automatically adjusts learning rates for SGD.
problem Inefficient manual learning rate selection for SGD.
method AutoSGD automatically adjusts learning rates based on iteration.
result Empirical results show strong performance across various optimization tasks.
Paper analyzes iterates in high-dimensional linear models and proposes estimators for their generalization error.
problem Analyzing iterates in high-dimensional linear models with comparable feature and sample sizes.
method Novel estimators for generalization error, debiasing corrections, and valid confidence intervals.
result Estimators are n \sqrt{n} n -consistent and can be used for early stopping. Dash selects dynamic pseudo labels from unlabeled data for semi-supervised learning.
problem Efficiently using unlabeled data in semi-supervised learning while avoiding incorrect pseudo labels.
method Dynamic thresholding to select a subset of unlabeled examples for training.
result Dash achieves theoretical convergence and outperforms state-of-the-art methods empirically.
Optimal Biweight kernel and computationally efficient Epanechnikov kernel for modal linear regression.
problem Finding the best kernel for modal linear regression.
method Refined analysis of asymptotic statistical behavior and IRLS algorithm convergence.
result Biweight kernel minimizes asymptotic mean squared error, Epanechnikov kernel guarantees IRLS convergence.
Paper proposes adaptive parameter selection for KGD algorithms.
problem Improving parameter selection for kernel-based gradient descent.
method Integrates bias-variance analysis with splitting method, introduces empirical effective dimension.
result Adaptive parameter selection strategy achieves optimal generalization error bound.
Variable selection in high-dimensional space characterizes many contemporary problems in scientific discovery and decision making. Many frequently-used techniques are based on independence screening; examples include correlation ranking (Fan and Lv, 2008) or feature selection using a two-sample t-test in high-dimension…
This review summarizes five Lasso optimization algorithms.
problem Optimizing the Lasso objective function.
method Five representative algorithms: ISTA, FISTA, CGDA, SLA, PFA.
result Comparison of convergence rates and strengths/weaknesses.