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Despite its impressive theory \& practical performance, Frequent Directions (\acrshort{fd}) has not been widely adopted for large-scale regression tasks. Prior work has shown randomized sketches (i) perform worse in estimating the…

Machine Learning · Computer Science 2020-11-10 Charlie Dickens

We propose an approach to better inform treatment decisions at an individual level by adapting recent advances in average treatment effect estimation to conditional average treatment effect estimation. Our work is based on doubly robust…

Methodology · Statistics 2023-06-13 Aaron Fisher , Virginia Fisher

Two key tasks in high-dimensional regularized regression are tuning the regularization strength for accurate predictions and estimating the out-of-sample risk. It is known that the standard approach -- $k$-fold cross-validation -- is…

Statistics Theory · Mathematics 2025-10-24 Kevin Luo , Yufan Li , Pragya Sur

A significant obstacle in the development of robust machine learning models is covariate shift, a form of distribution shift that occurs when the input distributions of the training and test sets differ while the conditional label…

Machine Learning · Statistics 2021-11-17 Nilesh Tripuraneni , Ben Adlam , Jeffrey Pennington

In many areas, practitioners need to analyze large datasets that challenge conventional single-machine computing. To scale up data analysis, distributed and parallel computing approaches are increasingly needed. Here we study a fundamental…

Statistics Theory · Mathematics 2020-06-04 Edgar Dobriban , Yue Sheng

This study proposes a novel hybrid retrieval strategy for Retrieval-Augmented Generation (RAG) that integrates cosine similarity and cosine distance measures to improve retrieval performance, particularly for sparse data. The traditional…

Information Retrieval · Computer Science 2024-06-05 Kush Juvekar , Anupam Purwar

Measurement error arises through a variety of mechanisms. A rich literature exists on the bias introduced by covariate measurement error and on methods of analysis to address this bias. By comparison, less attention has been given to errors…

Methodology · Statistics 2018-11-27 Pamela Shaw , Jiwei He , Bryan Shepherd

The Regression Discontinuity (RD) design is a widely used non-experimental method for causal inference and program evaluation. While its canonical formulation only requires a score and an outcome variable, it is common in empirical work to…

Methodology · Statistics 2022-08-25 Matias D. Cattaneo , Luke Keele , Rocio Titiunik

Photometric redshift uncertainties are a major source of systematic error for ongoing and future photometric surveys. We study different sources of redshift error caused by choosing a suboptimal redshift histogram bin width and propose…

Cosmology and Nongalactic Astrophysics · Physics 2017-05-02 Markus Michael Rau , Ben Hoyle , Kerstin Paech , Stella Seitz

Accurate modelling of redshift-space distortions (RSD) is challenging in the non-linear regime for two-point statistics e.g. the two-point correlation function (2PCF). We take a different perspective to split the galaxy density field…

Cosmology and Nongalactic Astrophysics · Physics 2021-07-14 Enrique Paillas , Yan-Chuan Cai , Nelson Padilla , Ariel Sánchez

We investigate how to improve efficiency using regression adjustments with covariates in covariate-adaptive randomizations (CARs) with imperfect subject compliance. Our regression-adjusted estimators, which are based on the doubly robust…

Econometrics · Economics 2023-06-19 Liang Jiang , Oliver B. Linton , Haihan Tang , Yichong Zhang

Kernel Ridge Regression (KRR) is a simple yet powerful technique for non-parametric regression whose computation amounts to solving a linear system. This system is usually dense and highly ill-conditioned. In addition, the dimensions of the…

Numerical Analysis · Computer Science 2017-07-18 Haim Avron , Kenneth L. Clarkson , David P. Woodruff

This paper investigates the convergence properties of spectral algorithms -- a class of regularization methods originating from inverse problems -- under covariate shift. In this setting, the marginal distributions of inputs differ between…

Machine Learning · Statistics 2025-09-08 Ren-Rui Liu , Zheng-Chu Guo

The development of fast and accurate methods of photometric redshift estimation is a vital step towards being able to fully utilize the data of next-generation surveys within precision cosmology. In this paper we apply a specific approach…

Cosmology and Nongalactic Astrophysics · Physics 2015-05-13 P. E. Freeman , J. A. Newman , A. B. Lee , J. W. Richards , C. M. Schafer

Recent development of galaxy surveys enables us to investigate the deep universe of high redshift. We quantitatively present the physical information extractable from the observable correlation function in deep redshift space in a framework…

Astrophysics · Physics 2009-11-10 Takahiko Matsubara

We propose an approach to reduce the bias of ridge regression and regularization kernel network. When applied to a single data set the new algorithms have comparable learning performance with the original ones. When applied to incremental…

Machine Learning · Statistics 2016-03-17 Qiang Wu

Large-scale kernel ridge regression (KRR) is limited by the need to store a large kernel matrix K_t. To avoid storing the entire matrix K_t, Nystrom methods subsample a subset of columns of the kernel matrix, and efficiently find an…

Machine Learning · Computer Science 2026-04-23 Daniele Calandriello , Alessandro Lazaric , Michal Valko

We study the behavior of optimal ridge regularization and optimal ridge risk for out-of-distribution prediction, where the test distribution deviates arbitrarily from the train distribution. We establish general conditions that determine…

Statistics Theory · Mathematics 2024-04-02 Pratik Patil , Jin-Hong Du , Ryan J. Tibshirani

Models like LASSO and ridge regression are extensively used in practice due to their interpretability, ease of use, and strong theoretical guarantees. Cross-validation (CV) is widely used for hyperparameter tuning in these models, but do…

Machine Learning · Statistics 2022-11-03 William T. Stephenson , Zachary Frangella , Madeleine Udell , Tamara Broderick

Regression evaluation has been performed for decades. Some metrics have been identified to be robust against shifting and scaling of the data but considering the different distributions of data is much more difficult to address (imbalance…

Machine Learning · Computer Science 2020-09-14 Mario Michael Krell , Bilal Wehbe
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