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In functional linear regression, the parameters estimation involves solving a non necessarily well-posed problem and it has points of contact with a range of methodologies, including statistical smoothing, deconvolution and projection on…

Statistics Theory · Mathematics 2018-01-04 Andrea Ghiglietti , Francesca Ieva , Anna Maria Paganoni , Giacomo Aletti

Recurrent neural networks are a powerful means to cope with time series. We show how autoregressive linear, i.e., linearly activated recurrent neural networks (LRNNs) can approximate any time-dependent function f(t). The approximation can…

Machine Learning · Computer Science 2025-10-01 Frieder Stolzenburg , Sandra Litz , Olivia Michael , Oliver Obst

Functional data analysis is a fast evolving branch of modern statistics and the functional linear model has become popular in recent years. However, most estimation methods for this model rely on generalized least squares procedures and…

Methodology · Statistics 2020-06-24 Ioannis Kalogridis , Stefan Van Aelst

Factorization machine (FM) variants are widely used for large scale real-time content recommendation systems, since they offer an excellent balance between model accuracy and low computational costs for training and inference. These systems…

Machine Learning · Computer Science 2025-01-03 Alex Shtoff , Elie Abboud , Rotem Stram , Oren Somekh

We introduce \underline{F}actor-\underline{A}ugmented \underline{Ma}trix \underline{R}egression (FAMAR) to address the growing applications of matrix-variate data and their associated challenges, particularly with high-dimensionality and…

Methodology · Statistics 2024-05-29 Elynn Chen , Jianqing Fan , Xiaonan Zhu

As neural networks are increasingly being applied to real-world applications, mechanisms to address distributional shift and sequential task learning without forgetting are critical. Methods incorporating network expansion have shown…

Machine Learning · Computer Science 2021-03-26 Vinay Kumar Verma , Kevin J Liang , Nikhil Mehta , Piyush Rai , Lawrence Carin

For multi-valued functions---such as when the conditional distribution on targets given the inputs is multi-modal---standard regression approaches are not always desirable because they provide the conditional mean. Modal regression…

Machine Learning · Statistics 2020-10-30 Yangchen Pan , Ehsan Imani , Martha White , Amir-massoud Farahmand

We consider the problem of learning Relational Logistic Regression (RLR). Unlike standard logistic regression, the features of RLRs are first-order formulae with associated weight vectors instead of scalar weights. We turn the problem of…

Classification is a core topic in functional data analysis. A large number of functional classifiers have been proposed in the literature, most of which are based on functional principal component analysis or functional regression. In…

Methodology · Statistics 2025-10-14 Ruoxu Tan , Yiming Zang

We propose graph-based predictable feature analysis (GPFA), a new method for unsupervised learning of predictable features from high-dimensional time series, where high predictability is understood very generically as low variance in the…

Machine Learning · Computer Science 2017-05-12 Björn Weghenkel , Asja Fischer , Laurenz Wiskott

We place ourselves in a functional regression setting and propose a novel methodology for regressing a real output on vector-valued functional covariates. This methodology is based on the notion of signature, which is a representation of a…

Methodology · Statistics 2022-06-17 Adeline Fermanian

Kernel methods, particularly kernel ridge regression (KRR), are time-proven, powerful nonparametric regression techniques known for their rich capacity, analytical simplicity, and computational tractability. The analysis of their predictive…

Statistics Theory · Mathematics 2025-09-23 Xin Bing , Xin He , Chao Wang

Many real-world machine learning applications are characterized by a huge number of features, leading to computational and memory issues, as well as the risk of overfitting. Ideally, only relevant and non-redundant features should be…

Machine Learning · Computer Science 2023-06-21 Paolo Bonetti , Alberto Maria Metelli , Marcello Restelli

Approximation algorithms are widely used in many engineering problems. To obtain a data set for approximation a factorial design of experiments is often used. In such case the size of the data set can be very large. Therefore, one of the…

Methodology · Statistics 2014-07-04 Mikhail Belyaev , Evgeny Burnaev , Yermek Kapushev

We study the fundamental problem of fixed design {\em multidimensional segmented regression}: Given noisy samples from a function $f$, promised to be piecewise linear on an unknown set of $k$ rectangles, we want to recover $f$ up to a…

Data Structures and Algorithms · Computer Science 2020-03-26 Ilias Diakonikolas , Jerry Li , Anastasia Voloshinov

This paper presents a novel deep learning architecture to classify structured objects in datasets with a large number of visually similar categories. We model sequences of images as linear-chain CRFs, and jointly learn the parameters from…

Computer Vision and Pattern Recognition · Computer Science 2019-11-19 Eran Goldman , Jacob Goldberger

The classical theory of reinforcement learning (RL) has focused on tabular and linear representations of value functions. Further progress hinges on combining RL with modern function approximators such as kernel functions and deep neural…

Machine Learning · Computer Science 2021-01-01 Zhuoran Yang , Chi Jin , Zhaoran Wang , Mengdi Wang , Michael I. Jordan

We consider the problem of learning a linear factor model. We propose a regularized form of principal component analysis (PCA) and demonstrate through experiments with synthetic and real data the superiority of resulting estimates to those…

Machine Learning · Computer Science 2013-05-31 Yi-Hao Kao , Benjamin Van Roy

Reinforcement learning (RL) is an innovative approach to financial decision making, offering specialized solutions to complex investment problems where traditional methods fail. This review analyzes 167 articles from 2017--2025, focusing on…

Computational Finance · Quantitative Finance 2025-12-12 Mohammad Rezoanul Hoque , Md Meftahul Ferdaus , M. Kabir Hassan

Reinforcement Learning (RL) algorithms are known to suffer from the curse of dimensionality, which refers to the fact that large-scale problems often lead to exponentially high sample complexity. A common solution is to use deep neural…

Machine Learning · Computer Science 2024-11-13 Chenbei Lu , Laixi Shi , Zaiwei Chen , Chenye Wu , Adam Wierman
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