Ensemble methods in machine learning aim to improve prediction accuracy by combining multiple models. This is achieved by ensuring diversity among predictors to capture different data aspects. Homogeneous ensembles use identical models, achieving diversity through different data subsets, and weighted-average ensembles assign higher influence to more accurate models through a weight learning procedure. We propose a method to achieve a weighted homogeneous quantum ensemble using quantum classifiers with indexing registers for data encoding. This approach leverages instance-based quantum classifiers, enabling feature and training point subsampling through superposition and controlled unitaries, and allowing for a quantum-parallel execution of diverse internal classifiers with different data compositions in superposition. The method integrates a learning process involving circuit execution and classical weight optimization, for a trained ensemble execution with weights encoded in the circuit at test-time. Empirical evaluation demonstrate the effectiveness of the proposed method, offering insights into its performance.

Communication between agents often constitutes a major computational bottleneck in distributed learning. One of the most common mitigation strategies is to compress the information exchanged, thereby reducing communication overhead. To counteract the degradation in convergence associated with compressed communication, error feedback schemes -- most notably $\mathrm{EF}$ and $\mathrm{EF}^{21}$ -- were introduced. In this work, we provide a tight analysis of both of these methods. Specifically, we find the Lyapunov function that yields the best possible convergence rate for each method -- with matching lower bounds. This principled approach yields sharp performance guarantees and enables a rigorous, apples-to-apples comparison between $\mathrm{EF}$, $\mathrm{EF}^{21}$, and compressed gradient descent. Our analysis is carried out in the simplified single-agent setting, which allows for clean theoretical insights and fair comparison of the underlying mechanisms.

In many scenarios of binary classification, only positive instances are provided in the training data, leaving the rest of the data unlabeled. This setup, known as positive-unlabeled (PU) learning, is addressed here with a network flow-based method which utilizes pairwise similarities between samples. The method we propose here, 2-HNC, leverages Hochbaum's Normalized Cut (HNC) and the set of solutions it provides by solving a parametric minimum cut problem. The set of solutions, that are nested partitions of the samples into two sets, correspond to varying tradeoff values between the two goals: high intra-similarity inside the sets and low inter-similarity between the two sets. This nested sequence is utilized here to deliver a ranking of unlabeled samples by their likelihood of being negative. Building on this insight, our method, 2-HNC, proceeds in two stages. The first stage generates this ranking without assuming any negative labels, using a problem formulation that is constrained only on positive labeled samples. The second stage augments the positive set with likely-negative samples and recomputes the classification. The final label prediction selects among all generated partitions in both stages, the one that delivers a positive class proportion, closest to a prior estimate of this quantity, which is assumed to be given. Extensive experiments across synthetic and real datasets show that 2-HNC yields strong performance and often surpasses existing state-of-the-art algorithms.

Privacy policies are statements that notify users of the services' data practices. However, few users are willing to read through policy texts due to the length and complexity. While automated tools based on machine learning exist for privacy policy analysis, to achieve high classification accuracy, classifiers need to be trained on a large labeled dataset. Most existing policy corpora are labeled by skilled human annotators, requiring significant amount of labor hours and effort. In this paper, we leverage active learning and crowdsourcing techniques to develop an automated classification tool named Calpric (Crowdsourcing Active Learning PRIvacy Policy Classifier), which is able to perform annotation equivalent to those done by skilled human annotators with high accuracy while minimizing the labeling cost. Specifically, active learning allows classifiers to proactively select the most informative segments to be labeled. On average, our model is able to achieve the same F1 score using only 62% of the original labeling effort. Calpric's use of active learning also addresses naturally occurring class imbalance in unlabeled privacy policy datasets as there are many more statements stating the collection of private information than stating the absence of collection. By selecting samples from the minority class for labeling, Calpric automatically creates a more balanced training set.

We consider covariance estimation under Toeplitz structure. Numerous sophisticated optimization methods have been developed to maximize the Gaussian log-likelihood under Toeplitz constraints. In contrast, recent advances in deep learning demonstrate the surprising power of simple gradient descent (GD) applied to overparameterized models. Motivated by this trend, we revisit Toeplitz covariance estimation through the lens of overparameterized GD. We model the $P\times P$ covariance as a sum of $K$ complex sinusoids with learnable parameters and optimize them via GD. We show that when $K = P$, GD may converge to suboptimal solutions. However, mild overparameterization ($K = 2P$ or $4P$) consistently enables global convergence from random initializations. We further propose an accelerated GD variant with separate learning rates for amplitudes and frequencies. When frequencies are fixed and only amplitudes are optimized, we prove that the optimization landscape is asymptotically benign and any stationary point recovers the true covariance. Finally, numerical experiments demonstrate that overparameterized GD can match or exceed the accuracy of state-of-the-art methods in challenging settings, while remaining simple and scalable.

Data quality is critical to Intelligent Transportation Systems (ITS), as complete and accurate traffic data underpin reliable decision-making in traffic control and management. Recent advances in low-rank tensor recovery algorithms have shown strong potential in capturing the inherent structure of high-dimensional traffic data and restoring degraded observations. However, traditional batch-based methods demand substantial computational and storage resources, which limits their scalability in the face of continuously expanding traffic data volumes. Moreover, recent online tensor recovery methods often suffer from severe performance degradation in complex real-world scenarios due to their insufficient exploitation of the intrinsic structural properties of traffic data. To address these challenges, we reformulate the traffic data recovery problem within a streaming framework, and propose a novel online robust tensor recovery algorithm that simultaneously leverages both the global spatio-temporal correlations and local consistency of traffic data, achieving high recovery accuracy and significantly improved computational efficiency in large-scale scenarios. Our method is capable of simultaneously handling missing and anomalous values in traffic data, and demonstrates strong adaptability across diverse missing patterns. Experimental results on three real-world traffic datasets demonstrate that the proposed approach achieves high recovery accuracy while significantly improving computational efficiency by up to three orders of magnitude compared to state-of-the-art batch-based methods. These findings highlight the potential of the proposed approach as a scalable and effective solution for traffic data quality enhancement in ITS.

The proliferation of saddle points, rather than poor local minima, is increasingly understood to be a primary obstacle in large-scale non-convex optimization for machine learning. Variable elimination algorithms, like Variable Projection (VarPro), have long been observed to exhibit superior convergence and robustness in practice, yet a principled understanding of why they so effectively navigate these complex energy landscapes has remained elusive. In this work, we provide a rigorous geometric explanation by comparing the optimization landscapes of the original and reduced formulations. Through a rigorous analysis based on Hessian inertia and the Schur complement, we prove that variable elimination fundamentally reshapes the critical point structure of the objective function, revealing that local maxima in the reduced landscape are created from, and correspond directly to, saddle points in the original formulation. Our findings are illustrated on the canonical problem of non-convex matrix factorization, visualized directly on two-parameter neural networks, and finally validated in training deep Residual Networks, where our approach yields dramatic improvements in stability and convergence to superior minima. This work goes beyond explaining an existing method; it establishes landscape simplification via saddle point transformation as a powerful principle that can guide the design of a new generation of more robust and efficient optimization algorithms.

We extend several recent results providing symmetry-based guarantees for variational inference (VI) with location-scale families. VI approximates a target density~$p$ by the best match $q^*$ in a family $Q$ of tractable distributions that in general does not contain $p$. It is known that VI can recover key properties of $p$, such as its mean and correlation matrix, when $p$ and $Q$ exhibit certain symmetries and $q^*$ is found by minimizing the reverse Kullback-Leibler divergence. We extend these guarantees in two important directions. First, we provide symmetry-based guarantees for a broader family of divergences, highlighting the properties of variational objectives under which VI provably recovers the mean and correlation matrix. Second, we obtain further guarantees for VI when the target density $p$ exhibits even and elliptical symmetries in some but not all of its coordinates. These partial symmetries arise naturally in Bayesian hierarchical models, where the prior induces a challenging geometry but still possesses axes of symmetry. We illustrate these theoretical results in a number of experimental settings.

Data-driven discovery of model equations is a powerful approach for understanding the behavior of dynamical systems in many scientific fields. In particular, the ability to learn mathematical models from data would benefit systems biology, where the complex nature of these systems often makes a bottom up approach to modeling unfeasible. In recent years, sparse estimation techniques have gained prominence in system identification, primarily using parametric paradigms to efficiently capture system dynamics with minimal model complexity. In particular, the Sindy algorithm has successfully used sparsity to estimate nonlinear systems by extracting from a library of functions only a few key terms needed to capture the dynamics of these systems. However, parametric models often fall short in accurately representing certain nonlinearities inherent in complex systems. To address this limitation, we introduce a novel framework that integrates sparse parametric estimation with nonparametric techniques. It captures nonlinearities that Sindy cannot describe without requiring a priori information about their functional form. That is, without expanding the library of functions to include the one that is trying to be discovered. We illustrate our approach on several examples related to estimation of complex biological phenomena.

Linear mixed models are widely used for clustered data, but their reliance on parametric forms limits flexibility in complex and high-dimensional settings. In contrast, gradient boosting methods achieve high predictive accuracy through nonparametric estimation, but do not accommodate clustered data structures or provide uncertainty quantification. We introduce Gradient Boosted Mixed Models (GBMixed), a framework and algorithm that extends boosting to jointly estimate mean and variance components via likelihood-based gradients. In addition to nonparametric mean estimation, the method models both random effects and residual variances as potentially covariate-dependent functions using flexible base learners such as regression trees or splines, enabling nonparametric estimation while maintaining interpretability. Simulations and real-world applications demonstrate accurate recovery of variance components, calibrated prediction intervals, and improved predictive accuracy relative to standard linear mixed models and nonparametric methods. GBMixed provides heteroscedastic uncertainty quantification and introduces boosting for heterogeneous random effects. This enables covariate-dependent shrinkage for cluster-specific predictions to adapt between population and cluster-level data. Under standard causal assumptions, the framework enables estimation of heterogeneous treatment effects with reliable uncertainty quantification.