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Ridge regression is an indispensable tool in big data analysis. Yet its inherent bias poses a significant and longstanding challenge, compromising both statistical efficiency and scalability across various applications. To tackle this…

Econometrics · Economics 2024-07-25 Zhaoxing Gao , Ruey S. Tsay

Multiple kernel methods less consider the intrinsic manifold structure of multiple kernel data and estimate the consensus kernel matrix with quadratic number of variables, which makes it vulnerable to the noise and outliers within multiple…

Machine Learning · Computer Science 2024-10-22 Liang Du , Xin Ren , Haiying Zhang , Peng Zhou

Reduced-rank (RR) regression may be interpreted as a dimensionality reduction technique able to reveal complex relationships among the data parsimoniously. However, RR regression models typically overlook any potential group structure among…

Methodology · Statistics 2024-06-26 Maria F. Pintado , Matteo Iacopini , Luca Rossini , Alexander Y. Shestopaloff

Unlike the ordinary least-squares (OLS) estimator for the linear model, a ridge regression linear model provides coefficient estimates via shrinkage, usually with improved mean-square and prediction error. This is true especially when the…

Methodology · Statistics 2015-06-25 George Karabatsos

The problem of constrained clustering has attracted significant attention in the past decades. In this paper, we study the balanced $k$-center, $k$-median, and $k$-means clustering problems where the size of each cluster is constrained by…

Computational Geometry · Computer Science 2018-09-11 Hu Ding

Standard Monte Carlo computation is widely known to exhibit a canonical square-root convergence speed in terms of sample size. Two recent techniques, one based on control variate and one on importance sampling, both derived from an…

Computation · Statistics 2023-03-13 Henry Lam , Haofeng Zhang

Kernel methods represent one of the most powerful tools in machine learning to tackle problems expressed in terms of function values and derivatives due to their capability to represent and model complex relations. While these methods show…

Statistics Theory · Mathematics 2015-11-06 Bharath K. Sriperumbudur , Zoltan Szabo

Kernel methods provide an elegant framework for developing nonlinear learning algorithms from simple linear methods. Though these methods have superior empirical performance in several real data applications, their usefulness is inhibited…

Machine Learning · Statistics 2021-05-20 Nicholas Sterge , Bharath Sriperumbudur

Neural kernels have drastically increased performance on diverse and nonstandard data modalities but require significantly more compute, which previously limited their application to smaller datasets. In this work, we address this by…

Machine Learning · Statistics 2023-03-10 Ben Adlam , Jaehoon Lee , Shreyas Padhy , Zachary Nado , Jasper Snoek

In this study, we propose shrinkage methods based on {\it generalized ridge regression} (GRR) estimation which is suitable for both multicollinearity and high dimensional problems with small number of samples (large $p$, small $n$). Also,…

Statistics Theory · Mathematics 2020-03-04 Bahadır Yüzbaşı , Mohammad Arashi , S. Ejaz Ahmed

We consider an important problem in scientific discovery, namely identifying sparse governing equations for nonlinear dynamical systems. This involves solving sparse ridge regression problems to provable optimality in order to determine…

Machine Learning · Computer Science 2024-01-15 Jiachang Liu , Sam Rosen , Chudi Zhong , Cynthia Rudin

The Multi-Kink Quantile Regression (MKQR) model is an important tool for analyzing data with heterogeneous conditional distributions, especially when quantiles of response variable are of interest, due to its robustness to outliers and…

Methodology · Statistics 2020-06-16 Wei Zhong , Chuang Wan , Wenyang Zhang

Training Large Reasoning Model (LRM) is usually unstable and unpredictable, especially on hard problems or weak foundation models. We found that the current post-training scaling strategy can still improve on these cases. We propose…

Machine Learning · Computer Science 2026-01-22 Yutong Chen , Jiandong Gao , Ji Wu

Dynamic scaling is critical to stream processing engines, as their long-running nature demands adaptive resource management. Existing scaling approaches easily cause performance degradation due to coarse-grained synchronization and…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-03-17 Yunfan Qing , Wenli Zheng

We introduce a novel kernel-based framework for learning differential equations and their solution maps that is efficient in data requirements, in terms of solution examples and amount of measurements from each example, and computational…

Machine Learning · Statistics 2025-04-07 Yasamin Jalalian , Juan Felipe Osorio Ramirez , Alexander Hsu , Bamdad Hosseini , Houman Owhadi

Gaussian Process Regression and Kernel Ridge Regression are popular nonparametric regression approaches. Unfortunately, they suffer from high computational complexity rendering them inapplicable to the modern massive datasets. To that end a…

Machine Learning · Statistics 2020-06-11 Valeriy Avanesov

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…

Optimization and Control · Mathematics 2018-09-18 Forrest Laine , Claire Tomlin

Classification is a common task in machine learning. Random features (RFs) stand as a central technique for scalable learning algorithms based on kernel methods, and more recently proposed optimized random features, sampled depending on the…

Quantum Physics · Physics 2022-06-15 Hayata Yamasaki , Sho Sonoda

Incremental gradient (IG) methods, such as stochastic gradient descent and its variants are commonly used for large scale optimization in machine learning. Despite the sustained effort to make IG methods more data-efficient, it remains an…

Machine Learning · Computer Science 2020-11-18 Baharan Mirzasoleiman , Jeff Bilmes , Jure Leskovec

With the rise of big data sets, the popularity of kernel methods declined and neural networks took over again. The main problem with kernel methods is that the kernel matrix grows quadratically with the number of data points. Most attempts…

Machine Learning · Computer Science 2016-09-15 Nikolaas Steenbergen , Sebastian Schelter , Felix Bießmann