Sparse principal component analysis (SPCA) addresses the poor interpretability and variable redundancy often encountered by principal component analysis (PCA) in high-dimensional data. However, SPCA typically imposes uniform penalties on variables and does not account for differences in variable importance, which may lead to unstable performance in highly noisy or structurally complex settings. We propose SP-SPCA, a method that introduces a single equilibrium parameter into the regularization framework to adaptively adjust variable penalties. This modification of the L2 penalty provides flexible control over the trade-off between sparsity and explained variance while maintaining computational efficiency. Simulation studies show that the proposed method consistently outperforms standard sparse principal component methods in identifying sparse loading patterns, filtering noise variables, and preserving cumulative variance, especially in high-dimensional and noisy settings. Empirical applications to crime and financial market data further demonstrate its practical utility. In real data analyses, the method selects fewer but more relevant variables, thereby reducing model complexity while maintaining explanatory power. Overall, the proposed approach offers a robust and efficient alternative for sparse modeling in complex high-dimensional data, with clear advantages in stability, feature selection, and interpretability

We introduce the Integrated Tsallis Combination (ITC), a hybrid impurity measure for decision tree learning that combines normalized Tsallis entropy with an exponential polarization component. While many existing measures sacrifice theoretical soundness for computational efficiency or vice versa, ITC provides a mathematically principled framework that balances both aspects. The core innovation lies in the complementarity between Tsallis entropy's information-theoretic foundations and the polarization component's sensitivity to distributional asymmetry. We establish key theoretical properties-concavity under explicit parameter conditions, proper boundary conditions, and connections to classical measures-and provide a rigorous justification for the hybridization strategy. Through an extensive comparative evaluation on seven benchmark datasets comparing 23 impurity measures with five-fold repetition, we show that simple parametric measures (Tsallis $α=0.5$) achieve the highest average accuracy ($91.17\%$), while ITC variants yield competitive results ($88.38-89.16\%$) with strong theoretical guarantees. Statistical analysis (Friedman test: $χ^2=3.89$, $p=0.692$) reveals no significant global differences among top performers, indicating practical equivalence for many applications. ITC's value resides in its solid theoretical grounding-proven concavity under suitable conditions, flexible parameterization ($α$, $β$, $γ$), and computational efficiency $O(K)$-making it a rigorous, generalizable alternative when theoretical guarantees are paramount. We provide guidelines for measure selection based on application priorities and release an open-source implementation to foster reproducibility and further research.

Scorio.jl is a Julia package for evaluating and ranking systems from repeated responses to shared tasks. It provides a common tensor-based interface for direct score-based, pairwise, psychometric, voting, graph, and listwise methods, so the same benchmark can be analyzed under multiple ranking assumptions. We describe the package design, position it relative to existing Julia tools, and report pilot experiments on synthetic rank recovery, stability under limited trials, and runtime scaling.

Active seriation aims at recovering an unknown ordering of $n$ items by adaptively querying pairwise similarities. The observations are noisy measurements of entries of an underlying $n$ x $n$ permuted Robinson matrix, whose permutation encodes the latent ordering. The framework allows the algorithm to start with partial information on the latent ordering, including seriation from scratch as a special case. We propose an active seriation algorithm that provably recovers the latent ordering with high probability. Under a uniform separation condition on the similarity matrix, optimal performance guarantees are established, both in terms of the probability of error and the number of observations required for successful recovery.

This paper develops new variance-reduction techniques for the forward-reflected-backward splitting (FRBS) method to solve a class of possibly nonmonotone stochastic composite inclusions. Unlike unbiased estimators such as mini-batching, developing stochastic biased variants faces a fundamental technical challenge and has not been utilized before for inclusions and fixed-point problems. We fill this gap by designing a new framework that can handle both unbiased and biased estimators. Our main idea is to construct stochastic variance-reduced estimators for the forward-reflected direction and use them to perform iterate updates. First, we propose a class of unbiased variance-reduced estimators and show that increasing mini-batch SGD, loopless-SVRG, and SAGA estimators fall within this class. For these unbiased estimators, we establish a $\mathcal{O}(1/k)$ best-iterate convergence rate for the expected squared residual norm, together with almost-sure convergence of the iterate sequence to a solution. Consequently, we prove that the best oracle complexities for the $n$-finite-sum and expectation settings are $\mathcal{O}(n^{2/3}ε^{-2})$ and $\mathcal{O}(ε^{-10/3})$, respectively, when employing loopless-SVRG or SAGA, where $ε$ is a desired accuracy. Second, we introduce a new class of biased variance-reduced estimators for the forward-reflected direction, which includes SARAH, Hybrid SGD, and Hybrid SVRG as special instances. While the convergence rates remain valid for these biased estimators, the resulting oracle complexities are $\mathcal{O}(n^{3/4}ε^{-2})$ and $\mathcal{O}(ε^{-5})$ for the $n$-finite-sum and expectation settings, respectively. Finally, we conduct two numerical experiments on AUC optimization for imbalanced classification and policy evaluation in reinforcement learning.

Most machine learning methods assume fixed probability distributions, limiting their applicability in nonstationary real-world scenarios. While continual learning methods address this issue, current approaches often rely on black-box models or require extensive user intervention for interpretability. We propose SyMPLER (Systems Modeling through Piecewise Linear Evolving Regression), an explainable model for time series forecasting in nonstationary environments based on dynamic piecewise-linear approximations. Unlike other locally linear models, SyMPLER uses generalization bounds from Statistical Learning Theory to automatically determine when to add new local models based on prediction errors, eliminating the need for explicit clustering of the data. Experiments show that SyMPLER can achieve comparable performance to both black-box and existing explainable models while maintaining a human-interpretable structure that reveals insights about the system's behavior. In this sense, our approach conciliates accuracy and interpretability, offering a transparent and adaptive solution for forecasting nonstationary time series.

Breiman and Cutler's original Random Forest was designed as a unified ML engine -- not merely an ensemble predictor. Their implementation included classification, regression, unsupervised learning, proximity-based similarity, outlier detection, missing value imputation, and visualization -- capabilities that modern libraries like scikit-learn never implemented. RFX-Fuse (Random Forests X [X=compression] -- Forest Unified Learning and Similarity Engine) delivers Breiman and Cutler's complete vision with native GPU/CPU support. Modern ML pipelines require 5+ separate tools -- XGBoost for prediction, FAISS for similarity, SHAP for explanations, Isolation Forest for outliers, custom code for importance. RFX-Fuse provides a 1 to 2 model object alternative -- a single set of trees grown once. Novel Contributions: (1) Proximity Importance -- native explainable similarity: proximity measures that samples are similar; proximity importance explains why. (2) Dataset-specific imputation validation for general tabular data -- ranking imputation methods by how real the imputed data looks, without ground truth labels.

We improve and extend persistence spheres, introduced in~\cite{pegoraro2025persistence}. Persistence spheres map an integrable measure $μ$ on the upper half-plane, including persistence diagrams (PDs) as counting measures, to a function $S(μ)\in C(\mathbb{S}^2)$, and the map is stable with respect to 1-Wasserstein partial transport distance $\mathrm{POT}_1$. Moreover, to the best of our knowledge, persistence spheres are the first explicit representation used in topological machine learning for which continuity of the inverse on the image is established at every compactly supported target. Recent bounded-cardinality bi-Lipschitz embedding results in partial transport spaces, despite being powerful, are not given by the kind of explicit summary map considered here. Our construction is rooted in convex geometry: for positive measures, the defining ReLU integral is the support function of the lift zonoid. Building on~\cite{pegoraro2025persistence}, we refine the definition to better match the $\mathrm{POT}_1$ deletion mechanism, encoding partial transport via a signed diagonal augmentation. In particular, for integrable $μ$, the uniform norm between $S(0)$ and $S(μ)$ depends only on the persistence of $μ$, without any need of ad-hoc re-weightings, reflecting optimal transport to the diagonal at persistence cost. This yields a parameter-free representation at the level of measures (up to numerical discretization), while accommodating future extensions where $μ$ is a smoothed measure derived from PDs (e.g., persistence intensity functions~\citep{wu2024estimation}). Across clustering, regression, and classification tasks involving functional data, time series, graphs, meshes, and point clouds, the updated persistence spheres are competitive and often improve upon persistence images, persistence landscapes, persistence splines, and sliced Wasserstein kernel baselines.

Staged tree models enhance Bayesian networks by incorporating context-specific dependencies through a stage-based structure. In this study, we present a new framework for estimating staged trees using hierarchical clustering on the probability simplex, utilizing simplex basesd divergences. We conduct a thorough evaluation of several distance and divergence metrics including Total Variation, Hellinger, Fisher, and Kaniadakis; alongside various linkage methods such as Ward.D2, average, complete, and McQuitty. We conducted the simulation experiments that reveals Total Variation, especially when combined with Ward.D2 linkage, consistently produces staged trees with better model fit, structure recovery, and computational efficiency. We assess performance by utilizing relative Bayesian Information Criterion (BIC), and Hamming distance. Our findings indicate that although Backward Hill Climbing (BHC) delivers competitive outcomes, it incurs a significantly higher computational cost. On the other, Total Variation divergence with Ward.D2 linkage, achieves similar performance while providing significantly better computational efficiency, making it a more viable option for large-scale or time sensitive tasks.

Recovering the random graph model from an observed collection of networks is known to present significant challenges in the setting, where the networks do not share a common node set and have different sizes. More specifically, the goal is the estimation of the graphon function that parametrizes the nonparametric exchangeable random graph model. Existing methods typically suffer from either limited accuracy or high computational complexity. We introduce a new histogram-based estimator with low algorithmic complexity that achieves high accuracy by jointly aligning the nodes of all graphs, in contrast to most conventional methods that order nodes graph by graph. Consistency results of the proposed graphon estimator are established. A numerical study shows that the proposed estimator outperforms existing methods in terms of accuracy, especially when the dataset comprises only small and variable-size networks. Moreover, the computing time of the new method is considerably shorter than that of other consistent methodologies. Additionally, when applied to a graph neural network classification task, the proposed estimator enables more effective data augmentation, yielding improved performance across diverse real-world datasets.