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Related papers: Nonlinear Regression without i.i.d. Assumption

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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…

Machine Learning · Computer Science 2021-02-12 Yujia Xie , Yixiu Mao , Simiao Zuo , Hongteng Xu , Xiaojing Ye , Tuo Zhao , Hongyuan Zha

Sequential prediction problems such as imitation learning, where future observations depend on previous predictions (actions), violate the common i.i.d. assumptions made in statistical learning. This leads to poor performance in theory and…

Machine Learning · Computer Science 2015-03-17 Stephane Ross , Geoffrey J. Gordon , J. Andrew Bagnell

We consider the problem of robustly predicting as well as the best linear combination of $d$ given functions in least squares regression, and variants of this problem including constraints on the parameters of the linear combination. For…

Statistics Theory · Mathematics 2012-02-24 Jean-Yves Audibert , Olivier Catoni

We propose methods for estimating correspondence between two point sets under the presence of outliers in both the source and target sets. The proposed algorithms expand upon the theory of the regression without correspondence problem to…

Machine Learning · Statistics 2019-10-29 Amin Nejatbakhsh , Erdem Varol

We study identification and estimation of endogenous linear and nonlinear regression models without excluded instrumental variables, based on the standard mean independence condition and a nonlinear relevance condition. Based on the…

Econometrics · Economics 2023-08-01 Wayne Yuan Gao , Rui Wang

This paper proposes the capped least squares regression with an adaptive resistance parameter, hence the name, adaptive capped least squares regression. The key observation is, by taking the resistant parameter to be data dependent, the…

Methodology · Statistics 2021-07-02 Qiang Sun , Rui Mao , Wen-Xin Zhou

We consider the problem of online active learning to collect data for regression modeling. Specifically, we consider a decision maker with a limited experimentation budget who must efficiently learn an underlying linear population model.…

Machine Learning · Statistics 2016-12-22 Carlos Riquelme , Ramesh Johari , Baosen Zhang

We describe a convergence acceleration technique for unconstrained optimization problems. Our scheme computes estimates of the optimum from a nonlinear average of the iterates produced by any optimization method. The weights in this average…

Optimization and Control · Mathematics 2019-04-16 Damien Scieur , Alexandre d'Aspremont , Francis Bach

For basic machine learning problems, expected error is used to evaluate model performance. Since the distribution of data is usually unknown, we can make simple hypothesis that the data are sampled independently and identically distributed…

Machine Learning · Computer Science 2022-12-01 Xuli Shen , Qing Xu , Xiangyang Xue

In this paper we present theory, algorithms and applications for regression over the max- plus semiring. We show how max-plus 2-norm regression can be used to obtain maximum likelihood estimates for three different inverse problems. Namely…

Numerical Analysis · Mathematics 2017-12-12 James Hook

In a classical regression model, it is usually assumed that the explanatory variables are independent of each other and error terms are normally distributed. But when these assumptions are not met, situations like the error terms are not…

Statistics Theory · Mathematics 2017-09-08 Bahadır Yüzbaşı , Yasin Asar , Ahmet Demiralp , M. Şamil Şık

Linear regression is a fundamental modeling tool in statistics and related fields. In this paper, we study an important variant of linear regression in which the predictor-response pairs are partially mismatched. We use an optimization…

Optimization and Control · Mathematics 2022-11-01 Rahul Mazumder , Haoyue Wang

In this work, we consider a multivariate regression model with one-sided errors. We assume for the regression function to lie in a general H\"{o}lder class and estimate it via a nonparametric local polynomial approach that consists of…

Statistics Theory · Mathematics 2021-02-11 Leonie Selk , Charles Tillier , Orlando Marigliano

We consider the problem of directly optimizing a non-linear function of an outcome, where this outcome itself is the sum of many small contributions. The non-linearity of the function means that the problem is not equivalent to the…

Machine Learning · Statistics 2025-09-04 Benjamin Heymann , Otmane Sakhi

In this article, we present a family of numerical approaches to solve high-dimensional linear non-symmetric problems. The principle of these methods is to approximate a function which depends on a large number of variates by a sum of tensor…

Functional Analysis · Mathematics 2012-10-26 Eric Cances , Virginie Ehrlacher , Tony Lelievre

The discovery of non-linear causal relationship under additive non-Gaussian noise models has attracted considerable attention recently because of their high flexibility. In this paper, we propose a novel causal inference algorithm called…

Machine Learning · Statistics 2011-03-31 Makoto Yamada , Masashi Sugiyama , Jun Sese

We introduce an algorithm which, in the context of nonlinear regression on vector-valued explanatory variables, chooses those combinations of vector components that provide best prediction. The algorithm devotes particular attention to…

Methodology · Statistics 2014-02-03 Frédéric Ferraty , Peter Hall

Nonparametric regression imputation is commonly used in missing data analysis. However, it suffers from the ``curse of dimension". The problem can be alleviated by the explosive sample size in the era of big data, while the large-scale data…

Methodology · Statistics 2023-09-26 Ruoyu Wang , Miaomiao Su , Qihua Wang

The linear regression models are widely used statistical techniques in numerous practical applications. The standard regression model requires several assumptions about the regres- sors and the error term. The regression parameters are…

Methodology · Statistics 2016-10-23 P. Vellaisamy

We give the first polynomial-time algorithm for performing linear or polynomial regression resilient to adversarial corruptions in both examples and labels. Given a sufficiently large (polynomial-size) training set drawn i.i.d. from…

Machine Learning · Computer Science 2020-06-05 Adam Klivans , Pravesh K. Kothari , Raghu Meka