Related papers: COBRA: A Combined Regression Strategy
Additive regression models have a long history in multivariate nonparametric regression. They provide a model in which each regression function depends only on a single explanatory variable allowing to obtain estimators at the optimal…
The scale of modern datasets necessitates the development of efficient distributed optimization methods for machine learning. We present a general-purpose framework for distributed computing environments, CoCoA, that has an efficient…
Nonparametric regression models offer a way to understand and quantify relationships between variables without having to identify an appropriate family of possible regression functions. Although many estimation methods for these models have…
Distributed optimization methods for large-scale machine learning suffer from a communication bottleneck. It is difficult to reduce this bottleneck while still efficiently and accurately aggregating partial work from different machines. In…
Decentralized machine learning is a promising emerging paradigm in view of global challenges of data ownership and privacy. We consider learning of linear classification and regression models, in the setting where the training data is…
Meta-analyses frequently include trials that report multiple effect sizes based on a common set of study participants. These effect sizes will generally be correlated. Cluster-robust variance-covariance estimators are a fruitful approach…
Motivated by normalizing DNA microarray data and by predicting the interest rates, we explore nonparametric estimation of additive models with highly correlated covariates. We introduce two novel approaches for estimating the additive…
Set-based state estimation computes sets of states consistent with a system model given bounded sets of disturbances and noise. Bounding the set of states is crucial for safety-critical applications so that one can ensure that all…
Reinforcement Learning with Verifiable Rewards (RLVR) has emerged as a key approach for enhancing LLM reasoning. However, standard frameworks like Group Relative Policy Optimization (GRPO) typically employ a uniform rollout budget, leading…
We consider the problem of predicting several response variables using the same set of explanatory variables. This setting naturally induces a group structure over the coefficient matrix, in which every explanatory variable corresponds to a…
Sampling strategies have been widely applied in many recommendation systems to accelerate model learning from implicit feedback data. A typical strategy is to draw negative instances with uniform distribution, which however will severely…
Software developers routinely search for code using general-purpose search engines. However, these search engines cannot find code semantically unless it has an accompanying description. We propose a technique for semantic code search: A…
Forecast combinations have flourished remarkably in the forecasting community and, in recent years, have become part of the mainstream of forecasting research and activities. Combining multiple forecasts produced from single (target) series…
We propose a novel distributional regression model for a multivariate response vector based on a copula process over the covariate space. It uses the implicit copula of a Gaussian multivariate regression, which we call a ``regression…
Low-rank adaptation (LoRA) has emerged as a leading parameter-efficient fine-tuning technique for adapting large foundation models, yet it often locks adapters into suboptimal minima near their initialization. This hampers model…
An important challenge in statistical analysis lies in controlling the bias of estimators due to the ever-increasing data size and model complexity. Approximate numerical methods and data features like censoring and misclassification often…
The authors propose a robust semi-parametric empirical likelihood method to integrate all available information from multiple samples with a common center of measurements. Two different sets of estimating equations are used to improve the…
Most existing Time Series Foundation Models (TSFMs) use channel independent modeling and focus on capturing and generalizing temporal dependencies, while neglecting the correlations among channels or overlooking the different aspects of…
We propose a new high dimensional semiparametric principal component analysis (PCA) method, named Copula Component Analysis (COCA). The semiparametric model assumes that, after unspecified marginally monotone transformations, the…
Predictor combination aims to improve a (target) predictor of a learning task based on the (reference) predictors of potentially relevant tasks, without having access to the internals of individual predictors. We present a new predictor…