Regression
Robust group and simultaneous inferences for high-dimensional single index model
This paper introduces a robust procedure by recasting the SIM into a pseudo-linear model with transformed responses. It relaxes the distributional conditions on random errors from sub-Gaussian to more general distributions and thus it is robust with substantial efficiency gain for heavy-tailed random errors.
Automatic Outlier Rectification via Optimal Transport
In this paper, we propose a novel conceptual framework to detect outliers using optimal transport with a concave cost function. Conventional outlier detection approaches typically use a two-stage procedure: first, outliers are detected and removed, and then estimation is performed on the cleaned data.
Near-optimal Rank Adaptive Inference of High Dimensional Matrices
Zheng, Frรฉdรฉric, Jedra, Yassir, Proutiere, Alexandre
We address the problem of estimating a high-dimensional matrix from linear measurements, with a focus on designing optimal rank-adaptive algorithms. These algorithms infer the matrix by estimating its singular values and the corresponding singular vectors up to an effective rank, adaptively determined based on the data. We establish instance-specific lower bounds for the sample complexity of such algorithms, uncovering fundamental trade-offs in selecting the effective rank: balancing the precision of estimating a subset of singular values against the approximation cost incurred for the remaining ones. Our analysis identifies how the optimal effective rank depends on the matrix being estimated, the sample size, and the noise level. We propose an algorithm that combines a Least-Squares estimator with a universal singular value thresholding procedure. We provide finite-sample error bounds for this algorithm and demonstrate that its performance nearly matches the derived fundamental limits. Our results rely on an enhanced analysis of matrix denoising methods based on singular value thresholding. We validate our findings with applications to multivariate regression and linear dynamical system identification.
Efficient Prompt Optimisation for Legal Text Classification with Proxy Prompt Evaluator
Lee, Hyunji, Li, Kevin Chenhao, Grabmair, Matthias, Xu, Shanshan
Prompt optimization aims to systematically refine prompts to enhance a language model's performance on specific tasks. Fairness detection in Terms of Service (ToS) clauses is a challenging legal NLP task that demands carefully crafted prompts to ensure reliable results. However, existing prompt optimization methods are often computationally expensive due to inefficient search strategies and costly prompt candidate scoring. In this paper, we propose a framework that combines Monte Carlo Tree Search (MCTS) with a proxy prompt evaluator to more effectively explore the prompt space while reducing evaluation costs. Experiments demonstrate that our approach achieves higher classification accuracy and efficiency than baseline methods under a constrained computation budget.