arXiv Machine Learning

Sufficient Dimesion Reduction via Generalized Stein's Lemma

arXiv:2608. 15121v1 Announce Type: cross Abstract: Sufficient dimension reduction (SDR) seeks the minimal subspace of the predictors that captures the full conditional distribution of the response, which is known as the central subspace (CS).

arXiv Machine Learning
Jul 7

Distribution-free Deviation Bounds and The Role of Domain Knowledge in Learning via Model Selection with Cross-validation Risk Estimation

arXiv:2303. 08777v3 Announce Type: replace-cross Abstract: Cross-validation is one of the most widely used tools for risk estimation and model selection in statistics and machine learning, yet its theoretical properties when embedded in a learning procedure remain insufficiently understood.

By Diego Marcondes, Cl\'audia Peixoto
arXiv Machine Learning
Jun 8

Deep Single-Index Fr\'echet Regression

arXiv:2606. 06957v1 Announce Type: cross Abstract: Predicting outputs that are located in non-Euclidean spaces, such as probability distributions, networks, and symmetric positive-definite matrices, is becoming increasingly important in modern data analysis, particularly when inputs are high-dimensional.

By Muqing Cui, Yidong Zhou, Su I Iao, Hans-Georg M\"uller
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