arXiv:2608.22597v1 Announce Type: new Abstract: Subsampling is effective in tackling computational challenges for massive data with rare events. Overly aggressive subsampling may adversely affect est...
arXiv:2607. 07735v1 Announce Type: cross Abstract: Sparse precision matrix estimation provides an interpretable and computationally efficient framework for modeling conditional dependencies in high-dimensional, low-sample-size data.
arXiv:2610.35428v1 Announce Type: new Abstract: Structured sparse learning is a leading paradigm for high-dimensional data modeling, as it enables rigorous integration of domain-validated structural...
Structured sparse learning is a leading paradigm for high-dimensional data modeling, as it enables rigorous integration of domain-validated structural priors into the learning process. Among these pri...
arXiv:2306. 14851v5 Announce Type: replace-cross Abstract: Given a high-dimensional covariate matrix and a response vector, ridge-regularized sparse linear regression selects a subset of features that explains the relationship between covariates and the response in an interpretable manner.
arXiv:2606. 18650v1 Announce Type: new Abstract: As Large Language Model (LLM) datasets scale to trillions of tokens, data selection has emerged as a critical frontier to filter out uninformative noise and construct adaptive learning trajectories.
The paper proposes a unified framework for estimating sparse precision and covariance matrices by reparametrizing the last column of either matrix. This reparametrization reduces the likelihood optimization to a one‑dimensional minimization followed by a penalized multiple regression, applicable to any penalty separable in off‑diagonal entries and linear on the diagonal. When the penalty is the α1 norm, the method simultaneously recovers the graphical Lasso and the covariance graphical Lasso algorithms.
arXiv:2606. 11738v1 Announce Type: cross Abstract: We study online estimation for high-dimensional generalized linear models with streaming data.
arXiv:2606. 27171v1 Announce Type: new Abstract: This work addresses the problem of variance in stochastic gradient estimation for machine learning optimization.
arXiv:2606. 13589v1 Announce Type: cross Abstract: We present Simplex-Constrained Sparse Bagging (SCSB), a mathematically rigorous framework for post-training compression and probability calibration of bootstrap-based bagging ensembles.
The paper proposes a distributionally robust regularization technique for mixed‑integer sparse programming models used in explainable machine learning. It extends recent DRO advances, traditionally applied to convex formulations, to mixed‑integer settings, offering statistical guarantees linked to a sparsity parameter. The method is demonstrated on binary classification models built from feature‑value rule sets.
arXiv:2607. 26562v1 Announce Type: cross Abstract: We study optimization under performative prediction, where deploying a model affects the future data distribution.