Related papers: An improved quantum algorithm for ridge regression
This paper addresses computational challenges in estimating Quantile Regression with Selection (QRS). The estimation of the parameters that model self-selection requires the estimation of the entire quantile process several times. Moreover,…
This paper studies transfer learning for ridge-regularized robust linear regression in the moderate-dimensional regime, where the number of predictors is of the same order as the sample size and the regression coefficients are not assumed…
Probabilistic machine learning models are distinguished by their ability to integrate prior knowledge of noise statistics, smoothness parameters, and training data uncertainty. A common approach involves modeling data with Gaussian…
Recursive Marginal Quantization (RMQ) allows fast approximation of solutions to stochastic differential equations in one-dimension. When applied to two factor models, RMQ is inefficient due to the fact that the optimization problem is…
We establish optimal convergence rates for a decomposition-based scalable approach to kernel ridge regression. The method is simple to describe: it randomly partitions a dataset of size N into m subsets of equal size, computes an…
A method is presented for parallelizing the computation of solutions to discrete-time, linear-quadratic, finite-horizon optimal control problems, which we will refer to as LQR problems. This class of problem arises frequently in robotic…
This paper considers the problem of decentralized optimization on compact submanifolds, where a finite sum of smooth (possibly non-convex) local functions is minimized by $n$ agents forming an undirected and connected graph. However, the…
Quantum phase estimation (QPE) is the key subroutine of several quantum computing algorithms as well as a central ingredient in quantum computational chemistry and quantum simulation. While QPE strategies have focused on the estimation of a…
We consider the problem of online linear regression in the stochastic setting. We derive high probability regret bounds for online ridge regression and the forward algorithm. This enables us to compare online regression algorithms more…
This paper investigates preconditioned conjugate gradient techniques for solving kernel ridge regression (KRR) problems with a medium to large number of data points ($10^4 \leq N \leq 10^7$), and it describes two methods with the strongest…
We consider the application of a popular penalised regression method, Ridge Regression, to data with very high dimensions and many more covariates than observations. Our motivation is the problem of out-of-sample prediction and the setting…
We present a novel method for tuning the regularization hyper-parameter, $\lambda$, of a ridge regression that is faster to compute than leave-one-out cross-validation (LOOCV) while yielding estimates of the regression parameters of equal,…
Quantum control optimization algorithms are routinely used to generate optimal quantum gates or efficient quantum state transfers. However, there are two main challenges in designing efficient optimization algorithms, namely overcoming the…
Image recognition is one of the primary applications of machine learning algorithms. Nevertheless, machine learning models used in modern image recognition systems consist of millions of parameters that usually require significant…
We present a stochastic quantum computing algorithm that can prepare any eigenvector of a quantum Hamiltonian within a selected energy interval $[E-\epsilon, E+\epsilon]$. In order to reduce the spectral weight of all other eigenvectors by…
We provide a unified analysis of the predictive risk of ridge regression and regularized discriminant analysis in a dense random effects model. We work in a high-dimensional asymptotic regime where $p, n \to \infty$ and $p/n \to \gamma \in…
Ridge Rider (RR) is an algorithm for finding diverse solutions to optimization problems by following eigenvectors of the Hessian ("ridges"). RR is designed for conservative gradient systems (i.e., settings involving a single loss function),…
Kernel ridge regression (KRR), also known as the least-squares support vector machine, is a fundamental method for learning functions from finite samples. While most existing analyses focus on the noisy setting with constant-level label…
We consider a variant of regression problem, where the correspondence between input and output data is not available. Such shuffled data is commonly observed in many real world problems. Taking flow cytometry as an example, the measuring…
Solving linear systems is often the computational bottleneck in real-life problems. Iterative solvers are the only option due to the complexity of direct algorithms or because the system matrix is not explicitly known. Here, we develop a…