Goto

Collaborating Authors

 subsample


Subsampled Ensemble Can Improve Generalization Tail Exponentially

Neural Information Processing Systems

Ensemble learning is a popular technique to improve the accuracy of machine learning models. It traditionally hinges on the rationale that aggregating multiple weak models can lead to better models with lower variance and hence higher stability, especially for discontinuous base learners. In this paper, we provide a new perspective on ensembling. By selecting the most frequently generated model from the base learner when repeatedly applied to subsamples, we can attain exponentially decaying tails for the excess risk, even if the base learner suffers from slow (i.e., polynomial) decay rates. This tail enhancement power of ensembling applies to base learners that have reasonable predictive power to begin with and is stronger than variance reduction in the sense of exhibiting rate improvement. We demonstrate how our ensemble methods can substantially improve out-of-sample performances in a range of numerical examples involving heavy-tailed data or intrinsically slow rates.


SCOPE-FE: Structured Control of Operator and Pairwise Exploration for Feature Engineering

arXiv.org Machine Learning

Automatic feature engineering is an effective approach for improving predictive performance in tabular learning. However, expand-and-reduce methods, such as OpenFE, become increasingly computationally expensive as the input dimensionality grows. This limitation arises primarily from the combinatorial explosion of candidate features generated through operator-feature combinations. To address this issue, we propose SCOPE-FE, a structured search space control framework that improves efficiency by reducing the candidate space prior to feature generation. SCOPE-FE jointly regulates two major sources of combinatorial growth: the operator space and feature-pair space. First, OperatorProbing estimates the dataset-specific utility of candidate operators and eliminates low-contribution operators in advance. Second, FeatureClustering employs spectral embedding and fuzzy c-means clustering to group structurally related features, thereby restricting candidate generation to relevant within-cluster combinations. In addition, we introduce ReliabilityScoring, which incorporates variance across subsamples to stabilize pruning decisions. Experiments on ten benchmark datasets demonstrate that SCOPE-FE substantially reduces feature engineering time while maintaining competitive predictive performance relative to existing baselines. The efficiency gains are particularly pronounced for high-dimensional datasets. These results indicate that structured control of the search space is an effective strategy for scalable automatic feature engineering. The code will be made publicly available upon acceptance.



Beyond Consistency: Inference for the Relative risk functional in Deep Nonparametric Cox Models

arXiv.org Machine Learning

There remain theoretical gaps in deep neural network estimators for the nonparametric Cox proportional hazards model. In particular, it is unclear how gradient-based optimization error propagates to population risk under partial likelihood, how pointwise bias can be controlled to permit valid inference, and how ensemble-based uncertainty quantification behaves under realistic variance decay regimes. We develop an asymptotic distribution theory for deep Cox estimators that addresses these issues. First, we establish nonasymptotic oracle inequalities for general trained networks that link in-sample optimization error to population risk without requiring the exact empirical risk optimizer. We then construct a structured neural parameterization that achieves infinity-norm approximation rates compatible with the oracle bound, yielding control of the pointwise bias. Under these conditions and using the Hajek--Hoeffding projection, we prove pointwise and multivariate asymptotic normality for subsampled ensemble estimators. We derive a range of subsample sizes that balances bias correction with the requirement that the Hajek--Hoeffding projection remain dominant. This range accommodates decay conditions on the single-overlap covariance, which measures how strongly a single shared observation influences the estimator, and is weaker than those imposed in the subsampling literature. An infinitesimal jackknife representation provides analytic covariance estimation and valid Wald-type inference for relative risk contrasts such as log-hazard ratios. Finally, we illustrate the finite-sample implications of the theory through simulations and a real data application.




Minimal Variance Sampling in Stochastic Gradient Boosting

Neural Information Processing Systems

Differentsamplingapproaches were proposed, where probabilities are not uniform, and it is not currently clear which approach is the most effective. In this paper, we formulate the problem of randomization in SGB in terms of optimization of sampling probabilities to maximize the estimation accuracy of split scoring used to train decision trees.