Statistical leverage scores emerged as a fundamental tool for matrix sketching and column sampling with applications to low rank approximation, regression, random feature learning and quadrature. Yet, the very nature of this quantity is barely understood. Borrowing ideas from the orthogonal polynomial literature, we in…
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48 results for “population leverage score”
We study the top- ranking problem where the goal is to recover the set of top- ranked items out of a large collection of items based on partially revealed preferences. We consider an adversarial crowdsourced setting where there are two population sets, and pairwise comparison samples drawn from one of the populat…
New method assesses individual training points' privacy risk without retraining.
problem Privacy vulnerability of individual training points in membership inference attacks.
method Derives a closed-form decomposition of individual black-box MIA vulnerability, extending to deep networks.
result Proposes a surrogate score operating on last-layer representations that requires only a single trained model.
New metric scores perturbations across populations, not cells, improving model comparison.
problem Single-cell perturbation data overlaps, making per-cell accuracy unreliable.
method Average per-cell probability vectors over all cells of a perturbation to form a population profile and rank candidate perturbations.
result Classifier Discrimination Score (CDS) identifies true perturbation more reliably than pseudobulk-based scores.
Towards Accurate Spatiotemporal COVID-19 Risk Scores using High Resolution Real-World Mobility Datacs.LG
Paper develops fine-grain spatiotemporal risk scores using high-resolution mobility data.
problem Developing reliable spatiotemporal risk scores for safe economic reopening.
method Hawkes process-based technique leveraging high-resolution cell-phone location signals.
result Fine-grain spatiotemporal risk scores based on high-resolution mobility data provide useful insights for safe re-opening.
The statistical leverage scores of a complex matrix record the degree of alignment between col and the coordinate axes in . These score are used in random sampling algorithms for solving certain numerical linear algebra problems. In this paper we present a max-plus algebr…
With the development of high-throughput technologies, principal component analysis (PCA) in the high-dimensional regime is of great interest. Most of the existing theoretical and methodological results for high-dimensional PCA are based on the spiked population model in which all the population eigenvalues are equal ex…
Credit scoring models support loan approval decisions in the financial services industry. Lenders train these models on data from previously granted credit applications, where the borrowers' repayment behavior has been observed. This approach creates sample bias. The scoring model (i.e., classifier) is trained on accep…
We derive optimal statistical and computational complexity bounds for exp-concave stochastic minimization in terms of the effective dimension. For common eigendecay patterns of the population covariance matrix, this quantity is significantly smaller than the ambient dimension. Our results reveal interesting connections…
Many in-hospital mortality risk prediction scores dichotomize predictive variables to simplify the score calculation. However, hard thresholding in these additive stepwise scores of the form "add x points if variable v is above/below threshold t" may lead to critical failures. In this paper, we seek to develop risk pre…
Generative models use DAE or DSM to estimate score, then Langevin sampling for sampling.
problem Estimating the score function of complex distributions for sampling.
method DAE or DSM for score estimation, Langevin sampling for sampling.
result Finite-sample bounds in Wasserstein distance for the sampling scheme.
We explain theoretically a curious empirical phenomenon: "Approximating a matrix by deterministically selecting a subset of its columns with the corresponding largest leverage scores results in a good low-rank matrix surrogate". To obtain provable guarantees, previous work requires randomized sampling of the columns wi…
Causal Inference as Distribution Adaptation: Optimizing ATE Risk under Propensity Uncertaintystat.ML
Unified causal inference framework using distribution adaptation.
problem Estimating Average Treatment Effects (ATE) under uncertainty in propensity scores.
method Reframed as domain adaptation problem, using machine learning techniques.
result Joint Robust Estimator (JRE) achieves up to 15% reduction in MSE.
Generalizes leverage score sampling for neural networks, accelerating kernel methods and deep learning.
problem Accelerating kernel methods and deep learning training.
method Generalizes leverage score sampling to neural networks and proves equivalence to neural tangent kernel ridge regression.
result Equivalence between regularized neural network and neural tangent kernel ridge regression under leverage score sampling initialization.
Survival Cluster Analysisstat.ML
Bayesian approach clusters survival data for better risk prediction.
problem Identifying subpopulations with distinct risk profiles in survival analysis.
method Bayesian nonparametric approach in a clustered latent space.
result Consistent improvements in predictive performance and interpretability.
Observational cohort studies with oversampled exposed subjects are typically implemented to understand the causal effect of a rare exposure. Because the distribution of exposed subjects in the sample differs from the source population, estimation of a propensity score function (i.e., probability of exposure given basel…
Paper tackles efficient risk estimation under dataset shift conditions.
problem Limited data from target population; auxiliary data available.
method Semiparametric efficiency theory; efficient and multiply robust estimators.
result Developed estimators for various dataset shift conditions.
Universal approach combines OOD detection scores for robustness.
problem Combining diverse OOD detection scores for robustness.
method Quantile normalization to p-values, meta-analysis, probabilistic interpretation.
result Significantly improved robustness and performance across diverse OOD detection scenarios.
Leverage score sampling provides an appealing way to perform approximate computations for large matrices. Indeed, it allows to derive faithful approximations with a complexity adapted to the problem at hand. Yet, performing leverage scores sampling is a challenge in its own right requiring further approximations. In th…
ScoreFusion fuses multiple diffusion models to enhance generative modeling of a target population.
problem Enhancing generative modeling of a target population with limited data.
method ScoreFusion uses KL barycenters of auxiliary populations and recasts the learning problem as score matching in denoising diffusion.
result ScoreFusion achieves a dimension-free sample complexity bound in total variation distance.
New model estimates species population trends from citizen science data.
problem Interannual confounding in citizen science data.
method Double Machine Learning framework to estimate population change and propensity scores for confounding adjustment.
result Spatially detailed trend estimates from citizen science data with low error rates.
Develops a fair classifier for deep learning models.
problem Ensuring fairness in classification models across different sub-populations.
method Applies Rawlsian principles to minimize error rate on the worst-off sub-population.
result Introduces a practical method to adapt any black-box deep learning model to be fair.
Efficiently approximates statistical leverage scores for faster KRR.
problem Accurately estimating statistical leverage scores for fast KRR.
method Analytic formula for statistical leverage scores, leveraging kernel spectral density.
result Linear time approximation with theoretical guarantees, significantly faster than existing methods.
We consider the \mnk{classical} problem of a controller activating (or sampling) sequentially from a finite number of populations, specified by unknown distributions. Over some time horizon, at each time , the controller wishes to select a population to sample, with the goal of sampling fro…
Trimming helps in conformal prediction when it separates anomaly scores.
problem Effectiveness of trimming in conformal prediction under contamination.
method Analyse fixed-threshold trimming as a replacement of the contaminated calibration law with a retained law.
result Trimming helps when it separates anomaly scores, reducing clean-target coverage to a one-dimensional score-CDF transfer problem.
New models extrapolate false alarms in ASV without new data.
problem Reliable extrapolation of false alarm rates in ASV without new speaker data.
method Generative models in ASV score space for arbitrary systems.
result Models accurately extrapolate false alarm rates for large speaker populations.
A robust conformal method for set estimation using non-conformity scores.
problem Lack of robustness in standard conformal prediction methods for outliers or heavy tails.
method Robust conformal method based on non-conformity score defined as half-mass radius.
result Empirical conformal regions converge to robust population central set.
New algorithms estimate matrix leverage scores using rank revealing and randomization.
problem Estimating leverage scores for matrices of arbitrary rank.
method Combining rank revealing methods with randomized dimensionality reduction.
result Effective estimators for leverage scores, even in rank deficient cases.
Personalized Risk Scoring for Critical Care Patients using Mixtures of Gaussian Process Expertscs.LG
We develop a personalized real time risk scoring algorithm that provides timely and granular assessments for the clinical acuity of ward patients based on their (temporal) lab tests and vital signs. Heterogeneity of the patients population is captured via a hierarchical latent class model. The proposed algorithm aims t…
The paper tackles sampling bias in credit scoring models and proposes methods to improve their training and evaluation.
problem Sampling bias in credit scoring models leads to an incomplete representation of the borrower population.
method Bias-aware self-learning framework and Bayesian evaluation method to correct for bias.
result Bayesian evaluation outperforms standard accuracy measures in predicting future performance.
Proposes a method to infer the distributional impacts of predictive models on stakeholders.
problem The influence of predictive models on target variable distribution, leading to performative prediction.
method Modeling agents' responses as a cost-adjusted utility maximization problem and using optimal transport to align pre- and post-model distributions.
result Provides estimates for the cost associated with these responses and demonstrates the quality of these estimates.
Credit scores misclassify borrowers, especially minorities, leading to inequitable access.
problem Misclassification of borrowers by credit scores, particularly minorities.
method Benchmarked a widely used credit score against a machine learning model.
result Machine learning model improves predictive accuracy for low-quality data, leading to more equitable access.
The paper explores various forms of calibration scores and their implications for fairness.
problem The evaluation of probabilistic predictions through calibration.
method The authors organize three grouping choices and one agglomeration of group errors, providing a framework for comparing and creating new calibration scores.
result The study demonstrates that appropriate choices of grouping can provide notions of (sub-)group or individual fairness.
Binary testing for softmax models requires many samples, similar to leverage score models.
problem Binary hypothesis testing for softmax models and leverage score models.
method Analyzing sample complexity and drawing analogies between models.
result Sample complexity is asymptotically \(O(ε^{-2})\), where \(ε\) is the distance between model parameters.
Generative method avoids function estimation for data generation.
problem Challenges in function estimation for generative models.
method Deterministic point transport with gradient descent.
result Data generation possible without function estimation.
Active learning aims to obtain a classifier of high accuracy by using fewer label requests in comparison to passive learning by selecting effective queries. Many active learning methods have been developed in the past two decades, which sample queries based on informativeness or representativeness of unlabeled data poi…
In many real-world machine learning applications, unlabeled data are abundant whereas class labels are expensive and scarce. An active learner aims to obtain a model of high accuracy with as few labeled instances as possible by effectively selecting useful examples for labeling. We propose a new selection criterion tha…
Improves generative model coverage of underrepresented modes.
problem Generative models miss underrepresented modes in data.
method Leverage score sampling for complete mode coverage.
result Significantly improves mode coverage compared to standard methods.
The paper introduces a method for detecting principal communities and embedding vertices.
problem Detecting and embedding vertices in graphs with community structure.
method Principal graph encoder embedding method that detects principal communities and produces vertex embeddings.
result The method successfully detects principal communities and produces accurate vertex embeddings.
Extends importance sampling to nonlinear models using adjoint operators.
problem Lack of tools for identifying important data points in nonlinear models.
method Introduces adjoint operator for nonlinear maps, generalizes norm and leverage scores.
result Generalized scores provide approximation guarantees for nonlinear mappings.
SALSA efficiently approximates leverage scores for big data, improving ARMA model fitting.
problem Efficiently approximating leverage scores for large matrices.
method Sequential approximate leverage-score algorithm (SALSA) using randomized numerical linear algebra.
result SALSA approximates leverage scores within with high probability.
LEARNER improves low-rank matrix estimation using source population data.
problem Improving low-rank matrix estimation in target populations with diverse data sources.
method LEARNER uses similarity in latent spaces between source and target populations to enhance estimation.
result LEARNER often outperforms benchmark methods, especially with higher signal-to-noise ratios in the source population.
We address the problem of correcting group discriminations within a score function, while minimizing the individual error. Each group is described by a probability density function on the set of profiles. We first solve the problem analytically in the case of two populations, with a uniform bonus-malus on the zones whe…
Random features provide a practical framework for large-scale kernel approximation and supervised learning. It has been shown that data-dependent sampling of random features using leverage scores can significantly reduce the number of features required to achieve optimal learning bounds. Leverage scores introduce an op…
Proposes a neural network method to combine nonprobability and probability survey samples.
problem Combining nonprobability and probability survey samples for accurate population mean estimation.
method Uses a deep neural network to estimate sampling scores from nonprobability samples and combines them with probability sample information.
result Proposed estimators improve robustness to parametric propensity-score misspecification, especially for nonlinear selection mechanisms.
A new robust PCA method uses Innovation Search and Leverage Scores.
problem Outlier detection and robust PCA in data clustering.
method Innovation Search and Leverage Scores.
result The method provides theoretical guarantees and outperforms existing algorithms.
We consider the problem of exact recovery of any matrix of rank from a small number of observed entries via the standard nuclear norm minimization framework. Such low-rank matrices have degrees of freedom . We show that any arbitrary low-rank matrices can be recovered exa…
The ROC curve is widely used to assess the quality of prediction/classification/ranking algorithms, and its properties have been extensively studied. The precision-recall (PR) curve has become the de facto replacement for the ROC curve in the presence of imbalance, namely where one class is far more likely than the oth…