arXiv Statistics ML

Subdata Selection for Measurement-Constrained Linear Regression under Model Misspecification

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 7

Assumption-lean logistic regression with missing covariates

arXiv:2610.07292v1 Announce Type: cross Abstract: Missing covariates are frequently encountered in supervised learning problems, and classical methods for estimation using such data use carefully cho...

By Jyotishka Ray Choudhury, Kabir Aladin Verchand, Richard J. Samworth, Ashwin Pananjady
arXiv Machine Learning
3d ago

Pro-Active Inference

The paper introduces Pro-Active Inference (PAI), a method for efficiently estimating a population mean when only a subset of outcomes can be observed. PAI proactively selects which observation to label next from a covariate pool, updating machine‑learning predictions online, and provides finite‑sample unbiasedness, asymptotic validity, and an improved variance estimator. Experiments on eight datasets show that PAI outperforms Sequential Active Inference in most settings, while diagnostics reveal when additional adaptivity is beneficial or detrimental.

By Skyler Wu, Yash Nair, Antoine Maechler, Emmanuel J. Cand\`es
arXiv AI
3d ago

Dr. Post-Training: A Data Regularization Perspective on LLM Post-Training

The paper introduces Dr. Post-Training, a framework that treats general training data as a data‑induced regularizer to prevent overfitting to scarce target objectives, rather than merely a pool for selection. It constructs a feasible set of model update directions from general data and projects target‑driven updates onto this set, unifying standard training and existing data‑selection methods as special cases along a bias‑variance spectrum. Experiments on SFT, RLHF, and RLVR demonstrate that these methods outperform both standard training and state‑of‑the‑art data‑selection baselines, especially when general and target data are highly misaligned, while system optimizations keep overhead minimal.

By Pingbang Hu, Xueshen Liu, Z. Morley Mao, Jiaqi W. Ma
arXiv Statistics ML
3d ago

Multi-Variable Conformal Prediction: Optimizing Prediction Sets using Multiple Calibration Variables

The paper introduces Multi-Variable Conformal Prediction (MCP), a framework that jointly optimizes and calibrates multiple prediction‑set parameters in a single optimization problem, thereby eliminating the need for a calibration data split while preserving finite‑sample coverage guarantees. Two tractable variants are proposed: RemMCP, which uses constrained optimization with constraint removal and generalizes split conformal prediction, and RelMCP, which employs penalized optimization with constraint relaxation and can handle non‑convex problems. Experiments on ellipsoidal and multi‑modal prediction sets show that both RemMCP and an adaptive version of RelMCP consistently achieve target coverage with lower variance across calibration runs and, in most cases, produce smaller or comparable prediction sets compared to baseline methods.

By Laura L\"utzow, Simone Garatti, Marco C. Campi, Lars Lindemann, Matthias Althoff
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