arXiv Statistics ML

Regularized Estimation and Feature Selection in Mixtures of Generalized Linear Experts

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
arXiv Machine Learning
Jun 9

Dendrograms of Mixing Measures for Softmax-Gated Gaussian Mixture of Experts: Consistency Without Model Sweeps

arXiv:2510. 12744v2 Announce Type: replace-cross Abstract: We develop a unified statistical framework for softmax-gated Gaussian mixture of experts (SGMoE) that addresses three long-standing obstacles in parameter estimation and model selection: (i) non-identifiability of gating parameters up to common translations, (ii) intrinsic gate-expert interactions that induce coupled differential relations in the likelihood, and (iii) the tight numerator-denominator coupling in the softmax-induced conditional density.

By Do Tien Hai, Trung Nguyen Mai, TrungTin Nguyen, Nhat Ho, Binh T. Nguyen, Christopher Drovandi
arXiv Machine Learning
Jun 19

Variational Consensus Monte Carlo for Bayesian Mixture

arXiv:2606. 19643v1 Announce Type: cross Abstract: Motivated by the privacy, sensitivity and sharing limitations of health data, we present a comprehensive pipeline for inference of Bayesian mixture models within a federated learning setting, i.

By Julie Fendler, Francesca L. Crowe, Tom Marshall, Sylvia Richardson, Paul D. W. Kirk
arXiv Machine Learning
Jul 7

Adversarial LassoNet: Robust Feature Selection via Stability-Driven Sparse Learning

arXiv:2607. 03839v1 Announce Type: new Abstract: Sparse feature selection is critical for high-dimensional machine learning, yet traditional $\ell_1$-regularized methods are often brittle under observational noise and spurious correlations, leading to unstable feature supports and degraded generalization.

By Zhen Huang, Peicheng Xu, Junbiao Pang, Yulong Zheng