In this task, you are given a part of an article. Your task is to generate headline (title) for this text. Preferred headlines are under fifteen words.
--------
Question: In this paper, we theoretically justify an approach popular among participants of the Higgs Boson Machine Learning Challenge to optimize approximate median significance (AMS). The approach is based on the following two-stage procedure. First, a real-valued function f is learned by minimizing a surrogate loss for binary classification, such as logistic loss, on the training sample. Then, given f , a threshold θ̂ is tuned on a separate validation sample, by direct optimization of AMS. We show that the regret of the resulting classifier (obtained from thresholding f on θ̂) measured with respect to the squared AMS, is upperbounded by the regret of f measured with respect to the logistic loss. Hence, we prove that minimizing logistic surrogate is a consistent method of optimizing AMS.

Answer: Consistent optimization of AMS by logistic loss minimization


Question: CUR matrix decomposition computes the low rank approximation of a given matrix by using the actual rows and columns of the matrix. It has been a very useful tool for handling large matrices. One limitation with the existing algorithms for CUR matrix decomposition is that they need an access to the full matrix, a requirement that can be difficult to fulfill in many real world applications. In this work, we alleviate this limitation by developing a CUR decomposition algorithm for partially observed matrices. In particular, the proposed algorithm computes the low rank approximation of the target matrix based on (i) the randomly sampled rows and columns, and (ii) a subset of observed entries that are randomly sampled from the matrix. Our analysis shows the relative error bound, measured by spectral norm, for the proposed algorithm when the target matrix is of full rank. We also show that only O(nr ln r) observed entries are needed by the proposed algorithm to perfectly recover a rank r matrix of size n × n, which improves the sample complexity of the existing algorithms for matrix completion. Empirical studies on both synthetic and real-world datasets verify our theoretical claims and demonstrate the effectiveness of the proposed algorithm.

Answer: CUR Algorithm for Partially Observed Matrices


Question: Multitask learning can be effective when features useful in one task are also useful for other tasks, and the group lasso is a standard method for selecting a common subset of features. In this paper, we are interested in a less restrictive form of multitask learning, wherein (1) the available features can be organized into subsets according to a notion of similarity and (2) features useful in one task are similar, but not necessarily identical, to the features best suited for other tasks. The main contribution of this paper is a new procedure called Sparse Overlapping Sets (SOS) lasso, a convex optimization that automatically selects similar features for related learning tasks. Error bounds are derived for SOSlasso and its consistency is established for squared error loss. In particular, SOSlasso is motivated by multisubject fMRI studies in which functional activity is classified using brain voxels as features. Experiments with real and synthetic data demonstrate the advantages of SOSlasso compared to the lasso and group lasso.

Answer:
Sparse Overlapping Sets Lasso for Multitask Learning and its Application to fMRI Analysis