arXiv Machine Learning

Why Linear Models Can Still Work in a Complex and Changing World

The paper argues that linear models can still perform well in complex, changing environments because the world’s complexity often exceeds what can be reliably learned from finite, partially observed data. It explains that flexible, nonlinear models may capture idiosyncratic patterns specific to a particular setting—such as a hospital or policy period—leading to poor generalization when conditions shift. The authors formalize this intuition with a squared‑error proposition and discuss how factors like bias‑variance trade‑offs, regularization, measurement error, and distribution shift influence the choice between linear and nonlinear approaches.

arXiv AI
Aug 6

Distributionally Robust Transfer Learning with Structurally Missing Covariates, with Application to Cross-National Cardiac Arrest Prediction

arXiv:2605. 24212v2 Announce Type: replace-cross Abstract: Deploying clinical prediction models across healthcare systems often fails when key training covariates are unavailable at deployment and labeled outcomes are limited in the target domain.

By Siqi Li, Chuan Hong, Ziye Tian, Benjamin Sieu-Hon Leong, Koshi Nakagawa, Hideharu Tanaka, Sang Do Shin, Khuong Quoc Dai, Do Ngoc Son, Marcus Eng Hock Ong, Nan Liu, Molei Liu
arXiv Machine Learning
Jul 27

Smart predict-then-robustly-optimize

arXiv:2607. 21773v1 Announce Type: new Abstract: In this paper, we propose and study a robust variant of the smart predict-then-optimize approach that accounts for prediction shifts due to disturbance in the covariate feature space.

By Aakil Caunhye, Xuefei Lu, Belen Martin-Barragan
arXiv Machine Learning
Oct 23

Direct Inference on Admissible Sets (Diona)

Direct Inference on Admissible Sets (Diona) is a regression method that estimates a state and its derivatives at a query point directly from samples, providing admissible bounds without extensive global training. It formulates the estimation as a constrained optimisation problem over latent variables, enabling on‑demand local solves. In benchmarks, Diona outperformed Gaussian processes on noiseless data, offered uncertainty bounds covering the true value in most cases, and achieved first predictions up to four orders of magnitude faster than Gaussian processes and two to three orders faster than neural networks.

By Lorenzo Sabug Jr., Eric Kerrigan