Classification problems in the small data regime (with small data statistic T and relatively large feature space dimension D) impose challenges for the common machine learning (ML) and deep learning (DL) tools. The standard learning methods from these areas tend to show a lack of robustness when applied to data sets with significantly fewer data points than dimensions and quickly reach the overfitting bound, thus leading to poor performance beyond the training set. To tackle this issue, we propose eSPA+, a significant extension of the recently formulated entropy-optimal scalable probabilistic approximation algorithm (eSPA). Specifically, we propose to change the order of the optimization steps and replace the most computationally expensive subproblem of eSPA with its closed-form solution. We prove that with these two enhancements, eSPA+ moves from the polynomial to the linear class of complexity scaling algorithms. On several small data learning benchmarks, we show that the eSPA+ algorithm achieves a many-fold speed-up with respect to eSPA and even better performance results when compared to a wide array of ML and DL tools. In particular, we benchmark eSPA+ against the standard eSPA and the main classes of common learning algorithms in the small data regime: various forms of support vector machines, random forests, and long short-term memory algorithms. In all the considered applications, the common learning methods and eSPA are markedly outperformed by eSPA+, which achieves significantly higher prediction accuracy with an orders-of-magnitude lower computational cost.

Regression learning is one of the long-standing problems in statistics, machine learning, and deep learning (DL). We show that writing this problem as a probabilistic expectation over (unknown) feature probabilities – thus increasing the number of unknown parameters and seemingly making the problem more complex—actually leads to its simplification, and allows incorporating the physical principle of entropy maximization. It helps decompose a very general setting of this learning problem (including discretization, feature selection, and learning multiple piece-wise linear regressions) into an iterative sequence of simple substeps, which are either analytically solvable or cheaply computable through an efficient second-order numerical solver with a sublinear cost scaling. This leads to the computationally cheap and robust non-DL second-order Sparse Probabilistic Approximation for Regression Task Analysis (SPARTAn) algorithm, that can be efficiently applied to problems with millions of feature dimensions on a commodity laptop, when the state-of-the-art learning tools would require supercomputers. SPARTAn is compared to a range of commonly used regression learning tools on synthetic problems and on the prediction of the El Niño Southern Oscillation, the dominant interannual mode of tropical climate variability. The obtained SPARTAn learners provide more predictive, sparse, and physically explainable data descriptions, clearly discerning the important role of ocean temperature variability at the thermocline in the equatorial Pacific. SPARTAn provides an easily interpretable description of the timescales by which these thermocline temperature features evolve and eventually express at the surface, thereby enabling enhanced predictability of the key drivers of the interannual climate.

We propose a pipeline for synthetic generation of personalized Computer Tomography (CT) images, with a radiation exposure evaluation and a lifetime attributable risk (LAR) assessment. We perform a patient-specific performance evaluation for a broad range of denoising algorithms (including the most popular deep learning denoising approaches, wavelets-based methods, methods based on Mumford–Shah denoising, etc.), focusing both on accessing the capability to reduce the patient-specific CT-induced LAR and on computational cost scalability. We introduce a parallel Probabilistic Mumford–Shah denoising model (PMS) and show that it markedly-outperforms the compared common denoising methods in denoising quality and cost scaling. In particular, we show that it allows an approximately 22-fold robust patient-specific LAR reduction for infants and a 10-fold LAR reduction for adults. Using a normal laptop, the proposed algorithm for PMS allows cheap and robust (with a multiscale structural similarity index >90%) denoising of very large 2D videos and 3D images (with over ${10}^7$ voxels) that are subject to ultra-strong noise (Gaussian and non-Gaussian) for signal-to-noise ratios far below 1.0. The code is provided for open access.

Small data learning problems are characterized by a significant discrepancy between the limited number of response variable observations and the