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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

Large-scale kernel approximation is an important problem in machine learning research. Approaches using random Fourier features have become increasingly popular [Rahimi and Recht, 2007], where kernel approximation is treated as empirical…

Machine Learning · Computer Science 2017-05-25 Wei-Cheng Chang , Chun-Liang Li , Yiming Yang , Barnabas Poczos

This paper introduces a technique to enhance the efficiency of quadratic machine learning models, particularly Field-Aware Factorization Machines (FFMs) handling binary data. Our approach strategically reduces model size through optimized…

Materials Science · Physics 2025-03-27 Yasuharu Okamoto

This study develops a functional Liu-type shrinkage estimator (fLiu) for scalar-on-function regression in the presence of strong multicollinearity and high-dimensional functional predictors. The approach extends the classical Liu estimator…

Other Statistics · Statistics 2026-05-05 Shaista Ashraf , Stephen Becker , Farrukh Javed , Ismail Shah

Recently, considerable interest has focused on variable selection methods in regression situations where the number of predictors, $p$, is large relative to the number of observations, $n$. Two commonly applied variable selection approaches…

Applications · Statistics 2011-04-19 Peter Radchenko , Gareth M. James

This paper proposes a sparse regression method that continuously interpolates between Forward Stepwise selection (FS) and the LASSO. When tuned appropriately, our solutions are much sparser than typical LASSO fits but, unlike FS fits,…

Methodology · Statistics 2024-11-20 Ivy Zhang , Robert Tibshirani

Fuzzy regression models have been applied to several Operations Research applications viz., forecasting and prediction. Earlier works on fuzzy regression analysis obtain crisp regression coefficients for eliminating the problem of…

Artificial Intelligence · Computer Science 2013-07-09 Arindam Chaudhuri , Kajal De

Frugal Machine Learning (FML) refers to the practice of designing Machine Learning (ML) models that are efficient, cost-effective, and mindful of resource constraints. This field aims to achieve acceptable performance while minimizing the…

Machine Learning · Computer Science 2025-06-03 John Violos , Konstantina-Christina Diamanti , Ioannis Kompatsiaris , Symeon Papadopoulos

Functional sliced inverse regression (FSIR) is one of the most popular algorithms for functional sufficient dimension reduction (FSDR). However, the choice of slice scheme in FSIR is critical but challenging. In this paper, we propose a new…

Statistics Theory · Mathematics 2023-10-18 Songtao Tian , Zixiong Yu , Rui Chen

Software effort estimation plays a critical role in project management. Erroneous results may lead to overestimating or underestimating effort, which can have catastrophic consequences on project resources. Machine-learning techniques are…

Software Engineering · Computer Science 2019-02-12 Ali Bou Nassif , Mohammad Azzeh , Ali Idri , Alain Abran

Forward and inverse models are used throughout different engineering fields to predict and understand the behaviour of systems and to find parameters from a set of observations. These models use root-finding and minimisation techniques…

Computational Engineering, Finance, and Science · Computer Science 2023-08-08 Preslav Aleksandrov

We propose a new prediction method for multivariate linear regression problems where the number of features is less than the sample size but the number of outcomes is extremely large. Many popular procedures, such as penalized regression…

Methodology · Statistics 2021-04-20 Yihe Wang , Sihai Dave Zhao

In this paper, we apply shrinkage strategies to estimate regression coefficients efficiently for the high-dimensional multiple regression model, where the number of samples is smaller than the number of predictors. We assume in the sparse…

Methodology · Statistics 2017-04-19 B. Yuzbasi , M. Arashi , S. E. Ahmed

Finite Mixture Regression (FMR) refers to the mixture modeling scheme which learns multiple regression models from the training data set. Each of them is in charge of a subset. FMR is an effective scheme for handling sample heterogeneity,…

Machine Learning · Statistics 2020-10-13 Jian Liang , Kun Chen , Ming Lin , Changshui Zhang , Fei Wang

When developing risk prediction models, shrinkage methods are recommended, especially when the sample size is limited. Several earlier studies have shown that the shrinkage of model coefficients can reduce overfitting of the prediction…

Methodology · Statistics 2019-07-29 Ben Van Calster , Maarten van Smeden , Ewout W. Steyerberg

The availability of precise and accurate simulation is a limiting factor for interpreting and forecasting data in many fields of science and engineering. Often, one or more distinct simulation software applications are developed, each with…

High Energy Physics - Experiment · Physics 2025-02-19 Moritz Wolf , Lars O. Stietz , Patrick L. S. Connor , Peter Schleper , Samuel Bein

Shrinkage methods are frequently used to improve the precision of least squares estimators of fixed effects. However, widely used shrinkage estimators guarantee improved precision only under strong distributional assumptions. I develop an…

Econometrics · Economics 2025-09-09 Soonwoo Kwon

Ensemble methods, such as stacking, are designed to boost predictive accuracy by blending the predictions of multiple machine learning models. Recent work has shown that the use of meta-features, additional inputs describing each example in…

Machine Learning · Computer Science 2009-11-04 Joseph Sill , Gabor Takacs , Lester Mackey , David Lin

This paper introduces a robust estimation strategy for the spatial functional linear regression model using dimension reduction methods, specifically functional principal component analysis (FPCA) and functional partial least squares…

Methodology · Statistics 2024-10-28 Ufuk Beyaztas , Abhijit Mandal , Han Lin Shang

A robust estimator is proposed for the parameters that characterize the linear regression problem. It is based on the notion of shrinkages, often used in Finance and previously studied for outlier detection in multivariate data. A thorough…

Methodology · Statistics 2020-02-07 Elisa Cabana , Rosa E. Lillo , Henry Laniado
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