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Least squares is by far the simplest and most commonly applied computational method in many fields. In almost all applications, the least squares objective is rarely the true objective. We account for this discrepancy by parametrizing the…

Optimization and Control · Mathematics 2019-04-12 Shane Barratt , Stephen Boyd

Least squares approximation is a technique to find an approximate solution to a system of linear equations that has no exact solution. In a typical setting, one lets $n$ be the number of constraints and $d$ be the number of variables, with…

Data Structures and Algorithms · Computer Science 2010-09-28 Petros Drineas , Michael W. Mahoney , S. Muthukrishnan , Tamas Sarlos

This study reviews popular stochastic gradient-based schemes based on large least-square problems. These schemes, often called optimizers in machine learning, play a crucial role in finding better model parameters. Hence, this study focuses…

Machine Learning · Computer Science 2025-03-05 Ramkrishna Acharya

Regression analysis is an important instrument to determine the effect of the explanatory variables on response variables. When outliers and bias errors are present, the standard weighted least squares estimator may perform poorly. For this…

Computation · Statistics 2025-02-11 Justo Puerto , Alberto Torrejon

The paper studies a geometrically robust least-squares problem that extends classical and norm-based robust formulations. Rather than minimizing residual error for fixed or perturbed data, we interpret least-squares as enforcing approximate…

Optimization and Control · Mathematics 2026-04-28 Shreyas Bharadwaj , Bamdev Mishra , Cyrus Mostajeran , Alberto Padoan , Jeremy Coulson , Ravi N. Banavar

Partial least squares regression (PLSR) has been a popular technique to explore the linear relationship between two datasets. However, most of algorithm implementations of PLSR may only achieve a suboptimal solution through an optimization…

Computer Vision and Pattern Recognition · Computer Science 2016-09-22 Haoran Chen , Yanfeng Sun , Junbin Gao , Yongli Hu , Baocai Yin

This paper provides a least squares formulation for the training of a 2-layer convolutional neural network using quadratic activation functions, a 2-norm loss function, and no regularization term. Using this method, an analytic expression…

Machine Learning · Computer Science 2024-11-18 Zachary Yetman Van Egmond , Luis Rodrigues

A general method of minimization using correlation coefficients and order statistics is evaluated relative to least squares procedures in the estimation of parameters for normal data in simple linear regression.

Methodology · Statistics 2018-02-09 Rudy Gideon

Wave equation techniques have been an integral part of geophysical imaging workflows to investigate the Earth's subsurface. Least-squares reverse time migration (LSRTM) is a linearized inversion problem that iteratively minimizes a misfit…

Computational Physics · Physics 2019-12-11 Janaki Vamaraju , Jeremy Vila , Mauricio Araya-Polo , Debanjan Datta , Mohamed Sidahmed , Mrinal Sen

We propose an abstract framework for analyzing the convergence of least-squares methods based on residual minimization when feasible solutions are neural networks. With the norm relations and compactness arguments, we derive error estimates…

Numerical Analysis · Mathematics 2023-10-04 Yeonjong Shin , Zhongqiang Zhang , George Em Karniadakis

The least squares method allows fitting parameters of a mathematical model from experimental data. This article proposes a general approach of this method. After introducing the method and giving a formal definition, the transitivity of the…

Optimization and Control · Mathematics 2015-02-27 Benjamin Lenoir

This is a brief tutorial on the least square estimation technique that is straightforward yet effective for parameter estimation. The tutorial is focused on the linear LSEs instead of nonlinear versions, since most nonlinear LSEs can be…

Systems and Control · Electrical Eng. & Systems 2022-11-29 Qingrui Zhang

The least-squares support vector machine is a frequently used kernel method for non-linear regression and classification tasks. Here we discuss several approximation algorithms for the least-squares support vector machine classifier. The…

Machine Learning · Computer Science 2017-03-24 M. Andrecut

The optimization problem that arises out of the least median of squared residuals method in linear regression is analyzed. To simplify the analysis, the problem is replaced by an equivalent one of minimizing the median of absolute…

Optimization and Control · Mathematics 2015-10-15 Nikolai Krivulin

Application of the minimum distance method to the linear regression model for estimating regression parameters is a difficult and time-consuming process due to the complexity of its distance function, and hence, it is computationally…

Computation · Statistics 2017-02-15 Jiwoong Kim

Radial Basis Function Networks (RBFNs) are used primarily to solve curve-fitting problems and for non-linear system modeling. Several algorithms are known for the approximation of a non-linear curve from a sparse data set by means of RBFNs.…

Neural and Evolutionary Computing · Computer Science 2009-09-25 Carlo Drioli , Davide Rocchesso

There are many practical applications based on the Least Square Error (LSE) approximation. It is based on a square error minimization 'on a vertical' axis. The LSE method is simple and easy also for analytical purposes. However, if data…

Graphics · Computer Science 2018-02-22 Vaclav Skala

This paper presents novel adaptive space-time reduced-rank interference suppression least squares algorithms based on joint iterative optimization of parameter vectors. The proposed space-time reduced-rank scheme consists of a joint…

Information Theory · Computer Science 2013-01-15 Rodrigo C. de Lamare , Raimundo Sampaio-Neto

The paper contains several theoretical results related to the weighted nonlinear least-squares problem for low-rank signal estimation, which can be considered as a Hankel structured low-rank approximation problem. A parameterization of the…

Numerical Analysis · Mathematics 2022-07-29 Nikita Zvonarev , Nina Golyandina

The convergence analysis for least-squares finite element methods led to various adaptive mesh-refinement strategies: Collective marking algorithms driven by the built-in a posteriori error estimator or an alternative explicit…

Numerical Analysis · Mathematics 2023-09-18 Philipp Bringmann
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