arXiv Machine Learning

Sparse and robust geometric twin support vector machine via asymmetric RoBoSS loss function

arXiv:2608. 11567v1 Announce Type: new Abstract: In real-world scenarios, the training data usually contains redundant features, label noise and feature noise, which provide severe challenges for the efficiency of machine learning methods.

arXiv Machine Learning
6d ago

Linear-Core Surrogates: Smooth Loss Functions with Linear Rates for Classification and Structured Prediction

arXiv:2604. 27742v2 Announce Type: replace Abstract: A fundamental dichotomy in the theory of classification sets smoothness against statistical efficiency: smooth surrogate losses such as the logistic loss enable fast $O(1/T)$ optimization but yield slow square-root $H$-consistency bounds, while piecewise-linear losses like the Hinge loss achieve optimal linear $H$-consistency rates but are non-differentiable.

By Mehryar Mohri, Yutao Zhong
arXiv Machine Learning
Jul 7

Efficient Cross-Validation for Sparse Linear Regression

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.

By Ryan Cory-Wright, Andr\'es G\'omez