Related papers: Distributed Generalized Cross-Validation for Divid…
Careful tuning of a regularization parameter is indispensable in many machine learning tasks because it has a significant impact on generalization performances. Nevertheless, current practice of regularization parameter tuning is more of an…
Theoretical developments on cross validation (CV) have mainly focused on selecting one among a list of finite-dimensional models (e.g., subset or order selection in linear regression) or selecting a smoothing parameter (e.g., bandwidth for…
We study the convergence of a variant of distributed gradient descent (DGD) on a distributed low-rank matrix approximation problem wherein some optimization variables are used for consensus (as in classical DGD) and some optimization…
This paper presents a class of new algorithms for distributed statistical estimation that exploit divide-and-conquer approach. We show that one of the key benefits of the divide-and-conquer strategy is robustness, an important…
Existing statistical learning guarantees for general kernel regressors often yield loose bounds when used with finite-rank kernels. Yet, finite-rank kernels naturally appear in several machine learning problems, e.g.\ when fine-tuning a…
I propose kernel ridge regression estimators for nonparametric dose response curves and semiparametric treatment effects in the setting where an analyst has access to a selected sample rather than a random sample; only for select…
In generalized graph signal processing (GGSP), the signal associated with each vertex in a graph is an element from a Hilbert space. In this paper, we study GGSP signal reconstruction as a kernel ridge regression (KRR) problem. By devising…
Stochastic gradient descent (SGD) provides a simple and efficient way to solve a broad range of machine learning problems. Here, we focus on distribution regression (DR), involving two stages of sampling: Firstly, we regress from…
The divide and conquer strategy, which breaks a massive data set into a se- ries of manageable data blocks, and then combines the independent results of data blocks to obtain a final decision, has been recognized as a state-of-the-art…
We consider density estimation under measurement error with the Smoothness-Penalized Deconvolution (SPeD) estimator. The estimator has a tuning parameter regulating the smoothness of the estimate, and proper choice of this parameter is…
Regularized least-squares (kernel-ridge / Gaussian process) regression is a fundamental algorithm of statistics and machine learning. Because generic algorithms for the exact solution have cubic complexity in the number of datapoints, large…
We study the risk (i.e. generalization error) of Kernel Ridge Regression (KRR) for a kernel $K$ with ridge $\lambda>0$ and i.i.d. observations. For this, we introduce two objects: the Signal Capture Threshold (SCT) and the Kernel Alignment…
Post-click conversion rate (CVR) prediction is an essential task for discovering user interests and increasing platform revenues in a range of industrial applications. One of the most challenging problems of this task is the existence of…
We propose a framework for distributed robust statistical learning on {\em big contaminated data}. The Distributed Robust Learning (DRL) framework can reduce the computational time of traditional robust learning methods by several orders of…
This paper presents a distributed estimator for a deterministic parametric physical field sensed by a homogeneous sensor network and develops a new transformed expression for the Cramer-Rao lower bound (CRLB) on the variance of distributed…
Cross-view geo-localization (CVGL) between drone and satellite imagery remains challenging due to severe viewpoint gaps and the presence of hard negatives, which are visually similar but geographically mismatched samples. Existing mining or…
Support Vector Data Description (SVDD) provides a useful approach to construct a description of multivariate data for single-class classification and outlier detection with various practical applications. Gaussian kernel used in SVDD…
Kernel ridge regression (KRR) is a widely used nonparametric method due to its strong theoretical guarantees and computational convenience. However, standard KRR does not distinguish between linear and nonlinear components in the signal,…
Generalized variational inference (GVI) provides an optimization-theoretic framework for statistical estimation that encapsulates many traditional estimation procedures. The typical GVI problem is to compute a distribution of parameters…
Modern large-scale kernel-based tests such as maximum mean discrepancy (MMD) and kernelized Stein discrepancy (KSD) optimize kernel hyperparameters on a held-out sample via data splitting to obtain the most powerful test statistics. While…