Related papers: Regression with Linear Factored Functions
We study a classification problem where each feature can be acquired for a cost and the goal is to optimize a trade-off between the expected classification error and the feature cost. We revisit a former approach that has framed the problem…
Reinforcement learning (RL) problems are fundamental in online decision-making and have been instrumental in finding an optimal policy for Markov decision processes (MDPs). Function approximations are usually deployed to handle large or…
When humans perform inductive learning, they often enhance the process with background knowledge. With the increasing availability of well-formed collaborative knowledge bases, the performance of learning algorithms could be significantly…
Federated learning (FL) is a paradigm where many clients collaboratively train a model under the coordination of a central server, while keeping the training data locally stored. However, heterogeneous data distributions over different…
For classification problems, feature extraction is a crucial process which aims to find a suitable data representation that increases the performance of the machine learning algorithm. According to the curse of dimensionality theorem, the…
Linear regression and classification methods with repeated functional data are considered. For each statistical unit in the sample, a real-valued parameter is observed over time under different conditions related by some neighborhood…
We introduce a novel function-on-function linear quantile regression model to characterize the entire conditional distribution of a functional response for a given functional predictor. Tensor cubic $B$-splines expansion is used to…
Many modern datasets, from areas such as neuroimaging and geostatistics, come in the form of a random sample of tensor-valued data which can be understood as noisy observations of a smooth multidimensional random function. Most of the…
Machine learning is rapidly making its path into natural sciences, including high-energy physics. We present the first study that infers, directly from experimental data, a functional form of fragmentation functions. The latter represent a…
We propose to represent a return model and risk model in a unified manner with deep learning, which is a representative model that can express a nonlinear relationship. Although deep learning performs quite well, it has significant…
Polynomial networks and factorization machines are two recently-proposed models that can efficiently use feature interactions in classification and regression tasks. In this paper, we revisit both models from a unified perspective. Based on…
Real-world datasets are often of high dimension and effected by the curse of dimensionality. This hinders their comprehensibility and interpretability. To reduce the complexity feature selection aims to identify features that are crucial to…
This work studies the multi-task functional linear regression models where both the covariates and the unknown regression coefficients (called slope functions) are curves. For slope function estimation, we employ penalized splines to…
Factorization machines (FMs) are a powerful tool for regression and classification in the context of sparse observations, that has been successfully applied to collaborative filtering, especially when side information over users or items is…
This paper proposes a novel graph-based regularized regression estimator - the hierarchical feature regression (HFR) -, which mobilizes insights from the domains of machine learning and graph theory to estimate robust parameters for a…
Recent advances in machine learning have shown promising results for financial prediction using large, over-parameterized models. This paper provides theoretical foundations and empirical validation for understanding when and how these…
Fast Function Extraction (FFX) is a deterministic algorithm for solving symbolic regression problems. We improve the accuracy of FFX by adding parameters to the arguments of nonlinear functions. Instead of only optimizing linear parameters,…
Ensemble techniques are powerful approaches that combine several weak learners to build a stronger one. As a meta-learning framework, ensemble techniques can easily be applied to many machine learning methods. Inspired by ensemble…
In many real-world applications, reinforcement learning (RL) agents might have to solve multiple tasks, each one typically modeled via a reward function. If reward functions are expressed linearly, and the agent has previously learned a set…
Many real-world combinatorial problems involve uncertain parameters, which can be predicted given contextual features and historical data. These `predict-then-optimize' or `contextual optimization' problems have gained significant…