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Mean-variance analysis is widely used in portfolio management to identify the best portfolio that makes an optimal trade-off between expected return and volatility. Yet, this method has its limitations, notably its vulnerability to…

Portfolio Management · Quantitative Finance 2023-11-27 Kwong Yu Chong

Recently, in the context of covariance matrix estimation, in order to improve as well as to regularize the performance of the Tyler's estimator [1] also called the Fixed-Point Estimator (FPE) [2], a "shrinkage" fixed-point estimator has…

Applications · Statistics 2015-06-18 Frederic Pascal , Yacine Chitour , Yihui Quek

In this work, we focus on a variant of the generalized linear model (GLM) called corrupted GLM (CGLM) with heavy-tailed features and responses. To robustify the statistical inference on this model, we propose to apply $\ell_4$-norm…

Methodology · Statistics 2020-07-21 Ziwei Zhu , Wenjing Zhou

Regression with sparse inputs is a common theme for large scale models. Optimizing the underlying linear algebra for sparse inputs allows such models to be estimated faster. At the same time, centering the inputs has benefits in improving…

Computation · Statistics 2019-10-30 Jeffrey Wong

In this paper we propose to extend the definition of fuzzy transform in order to consider an interpolation of models that are richer than the standard fuzzy transform. We focus on polynomial models, linear in particular, although the…

Data Analysis, Statistics and Probability · Physics 2017-05-08 Luigi Troiano , Pravesh Kriplani , Irene Diaz

With the rise of large language models (LLMs) for flexibly processing information as strings, a natural application is regression, specifically by preprocessing string representations into LLM embeddings as downstream features for metric…

Machine Learning · Computer Science 2025-02-18 Eric Tang , Bangding Yang , Xingyou Song

In this paper we propose a shrinkage wavelet-based method to estimate the signal in a nonparametric regression model with Autoregressive Fractionally Integrated Moving Average (ARFIMA) errors. Monte Carlo experiments indicate that the…

Methodology · Statistics 2025-05-13 Alex Rodrigo dos S. Sousa , Mauricio Zevallos

Functional variables are often used as predictors in regression problems. A commonly-used parametric approach, called {\it scalar-on-function regression}, uses the $\ltwo$ inner product to map functional predictors into scalar responses.…

Methodology · Statistics 2020-06-02 Kyungmin Ahn , J. Derek Tucker , Wei Wu , Anuj Srivastava

In this paper, we propose a majorization-minimization (MM) algorithm for high-dimensional fused lasso regression (FLR) suitable for parallelization using graphics processing units (GPUs). The MM algorithm is stable and flexible as it can…

Methodology · Statistics 2013-12-17 Donghyeon Yu , Joong-Ho Won , Taehoon Lee , Johan Lim , Sungroh Yoon

In the field of federated learning, addressing non-independent and identically distributed (non-i.i.d.) data remains a quintessential challenge for improving global model performance. This work introduces the Feature Norm Regularized…

Machine Learning · Computer Science 2023-12-13 Ke Hu , WeiDong Qiu , Peng Tang

Click-through rate (CTR) prediction plays a critical role in recommender systems and online advertising. The data used in these applications are multi-field categorical data, where each feature belongs to one field. Field information is…

Information Retrieval · Computer Science 2021-03-22 Yang Sun , Junwei Pan , Alex Zhang , Aaron Flores

In federated learning (FL), accommodating clients' varied computational capacities poses a challenge, often limiting the participation of those with constrained resources in global model training. To address this issue, the concept of model…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-12-10 Feijie Wu , Xingchen Wang , Yaqing Wang , Tianci Liu , Lu Su , Jing Gao

The Extreme Learning Machine (ELM) technique is a machine learning approach for constructing feed-forward neural networks with a single hidden layer and their models. The ELM model can be constructed while being trained by concurrently…

Optimization and Control · Mathematics 2024-01-30 Muideen Adegoke , Lateef O. Jolaoso , Mardiyyah Oduwole

$\ell_p$-norm penalization, notably the Lasso, has become a standard technique, extending shrinkage regression to subset selection. Despite aiming for oracle properties and consistent estimation, existing Lasso-derived methods still rely on…

Methodology · Statistics 2025-06-23 Sihyung Park , Leonard A. Stefanski

Federated Learning (FL) presents a decentralized approach to model training in the agri-food sector and offers the potential for improved machine learning performance, while ensuring the safety and privacy of individual farms or data silos.…

Machine Learning · Computer Science 2023-12-13 Andy Li , Milan Markovic , Peter Edwards , Georgios Leontidis

In this paper, we prove that functional sliced inverse regression (FSIR) achieves the optimal (minimax) rate for estimating the central space in functional sufficient dimension reduction problems. First, we provide a concentration…

Statistics Theory · Mathematics 2025-04-16 Rui Chen , Songtao Tian , Dongming Huang , Qian Lin , Jun S. Liu

Software effort estimation is a critical part of software engineering. Although many techniques and algorithmic models have been developed and implemented by practitioners, accurate software effort prediction is still a challenging…

Software Engineering · Computer Science 2015-08-04 Wei Lin Du , Danny Ho , Luiz Fernando Capretz

Robust matrix factorization (RMF), which uses the $\ell_1$-loss, often outperforms standard matrix factorization using the $\ell_2$-loss, particularly when outliers are present. The state-of-the-art RMF solver is the RMF-MM algorithm,…

Numerical Analysis · Computer Science 2018-09-25 Quanming Yao , James T. Kwok

Sparse Mixture of Experts (MoE) large language models (LLMs) are gradually becoming the mainstream approach for ultra-large-scale models. Existing optimization efforts for MoE models have focused primarily on coarse-grained MoE…

Computation and Language · Computer Science 2025-05-07 Haoqi Yang , Luohe Shi , Qiwei Li , Zuchao Li , Ping Wang , Bo Du , Mengjia Shen , Hai Zhao

Most important reason for project failure is poor effort estimation. Software development effort estimation is needed for assigning appropriate team members for development, allocating resources for software development, binding etc.…

Software Engineering · Computer Science 2019-12-30 Aditi Sharma , Ravi Ranjan