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07/11/2023
Conformalization of Sparse Generalized Linear Models
Given a sequence of observable variables {(x_1, y_1), …, (x_n, y_n)}, th...
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06/20/2023
Learning Costs for Structured Monge Displacements
Optimal transport theory has provided machine learning with several tool...
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10/31/2022
Exact and Approximate Conformal Inference in Multiple Dimensions
It is common in machine learning to estimate a response y given covariat...
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05/28/2022
A Confidence Machine for Sparse High-Order Interaction Model
In predictive modeling for high-stake decision-making, predictors must b...
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12/19/2021
Stable Conformal Prediction Sets
When one observes a sequence of variables (x_1, y_1), ..., (x_n, y_n), c...
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12/09/2021
Continuation Path with Linear Convergence Rate
Path-following algorithms are frequently used in composite optimization ...
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04/14/2021
Root-finding Approaches for Computing Conformal Prediction Set
Conformal prediction constructs a confidence set for an unobserved respo...
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09/06/2020
Screening Rules and its Complexity for Active Set Identification
Screening rules were recently introduced as a technique for explicitly i...
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09/20/2019
Computing Full Conformal Prediction Set with Approximate Homotopy
If you are predicting the label y of a new object with ŷ, how confident ...
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10/12/2018
Safe Grid Search with Optimal Complexity
Popular machine learning estimators involve regularization parameters th...
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11/17/2016
Gap Safe screening rules for sparsity enforcing penalties
In high dimensional regression settings, sparsity enforcing penalties ha...
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06/08/2016
Efficient Smoothed Concomitant Lasso Estimation for High Dimensional Regression
In high dimensional settings, sparse structures are crucial for efficien...
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02/19/2016
GAP Safe Screening Rules for Sparse-Group-Lasso
In high dimensional settings, sparse structures are crucial for efficien...
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06/11/2015