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Convergence bounds are one of the main tools to obtain information on the performance of a distributed machine learning task, before running the task itself. In this work, we perform a set of experiments to assess to which extent, and in…

Networking and Internet Architecture · Computer Science 2022-12-06 Francesco Malandrino , Carla Fabiana Chiasserini

Many important computer vision applications are naturally formulated as regression problems. Within medical imaging, accurate regression models have the potential to automate various tasks, helping to lower costs and improve patient…

Machine Learning · Computer Science 2023-11-08 Fredrik K. Gustafsson , Martin Danelljan , Thomas B. Schön

As the data size in Machine Learning fields grows exponentially, it is inevitable to accelerate the computation by utilizing the ever-growing large number of available cores provided by high-performance computing hardware. However, existing…

Machine Learning · Computer Science 2021-04-23 Kun Li , Liang Yuan , Yunquan Zhang , Gongwei Chen

We provide a deterministic space-efficient algorithm for estimating ridge regression. For $n$ data points with $d$ features and a large enough regularization parameter, we provide a solution within $\varepsilon$ L$_2$ error using only…

Machine Learning · Computer Science 2021-06-29 Benwei Shi , Jeff M. Phillips

This paper investigates the efficient solution of penalized quadratic regressions in high-dimensional settings. A novel and efficient algorithm for ridge-penalized quadratic regression is proposed, leveraging the matrix structures of the…

Computation · Statistics 2023-12-05 Cheng Wang , Haozhe Chen , Binyan Jiang

Variance reduction is a family of powerful mechanisms for stochastic optimization that appears to be helpful in many machine learning tasks. It is based on estimating the exact gradient with some recursive sequences. Previously, many papers…

Optimization and Control · Mathematics 2025-11-07 Aleksandr Shestakov , Valery Parfenov , Aleksandr Beznosikov

We introduce an original method of multidimensional ridge penalization in functional local linear regressions. The nonparametric regression of functional data is extended from its multivariate counterpart, and is known to be sensitive to…

Methodology · Statistics 2021-09-20 Wentian Huang , David Ruppert

Federated Learning using the Federated Averaging algorithm has shown great advantages for large-scale applications that rely on collaborative learning, especially when the training data is either unbalanced or inaccessible due to privacy…

Machine Learning · Computer Science 2021-07-21 Jonatan Reyes , Lisa Di Jorio , Cecile Low-Kam , Marta Kersten-Oertel

Objectives: We introduce a new method for reducing crime in hot spots and across cities through ridge estimation. In doing so, our goal is to explore the application of density ridges to hot spots and patrol optimization, and to contribute…

Applications · Statistics 2022-11-16 Ben Moews , Jaime R. Argueta , Antonia Gieschen

In the covariate shift learning scenario, the training and test covariate distributions differ, so that a predictor's average loss over the training and test distributions also differ. In this work, we explore the potential of extreme…

Machine Learning · Computer Science 2018-03-13 Fulton Wang , Cynthia Rudin

We consider a regression setting where observations are collected in different environments modeled by different data distributions. The field of out-of-distribution (OOD) generalization aims to design methods that generalize better to test…

Machine Learning · Statistics 2026-03-12 Francesco Freni , Anya Fries , Linus Kühne , Markus Reichstein , Jonas Peters

Weighted average derivative effects (WADEs) are nonparametric estimands with uses in economics and causal inference. Debiased WADE estimators typically require learning the conditional mean outcome as well as a Riesz representer (RR) that…

Methodology · Statistics 2024-04-10 Oliver Hines , Karla Diaz-Ordaz , Stijn Vansteelandt

In this paper, we aim to develop a simple and scalable reinforcement learning algorithm that uses standard supervised learning methods as subroutines. Our goal is an algorithm that utilizes only simple and convergent maximum likelihood loss…

Machine Learning · Computer Science 2019-10-09 Xue Bin Peng , Aviral Kumar , Grace Zhang , Sergey Levine

This paper addresses the covariate shift problem in the context of nonparametric regression within reproducing kernel Hilbert spaces (RKHSs). Covariate shift arises in supervised learning when the input distributions of the training and…

Machine Learning · Statistics 2025-05-21 Andrea Della Vecchia , Arnaud Mavakala Watusadisi , Ernesto De Vito , Lorenzo Rosasco

Discrete supervised learning problems such as classification are often tackled by introducing a continuous surrogate problem akin to regression. Bounding the original error, between estimate and solution, by the surrogate error endows…

Machine Learning · Statistics 2021-07-16 Vivien Cabannes , Alessandro Rudi , Francis Bach

We study distributed optimization problems over a network when the communication between the nodes is constrained, and so information that is exchanged between the nodes must be quantized. This imperfect communication poses a fundamental…

Optimization and Control · Mathematics 2018-10-30 Thinh T. Doan , Siva Theja Maguluri , Justin Romberg

A weighted likelihood technique for robust estimation of a multivariate Wrapped Normal distribution for data points scattered on a p-dimensional torus is proposed. The occurrence of outliers in the sample at hand can badly compromise…

Methodology · Statistics 2021-07-01 Giovanni Saraceno , Claudio Agostinelli , Luca Greco

There are a variety of settings where vague prior information may be available on the importance of predictors in high-dimensional regression settings. Examples include ordering on the variables offered by their empirical variances (which…

Methodology · Statistics 2022-05-20 Benjamin G. Stokell , Rajen D. Shah

We develop Clustered Random Forests, a random forests algorithm for clustered data, arising from independent groups that exhibit within-cluster dependence. The leaf-wise predictions for each decision tree making up clustered random forests…

Methodology · Statistics 2026-01-26 Elliot H. Young , Peter Bühlmann

We consider settings in which the distribution of a multivariate random variable is partly ambiguous. We assume the ambiguity lies on the level of the dependence structure, and that the marginal distributions are known. Furthermore, a…

Mathematical Finance · Quantitative Finance 2020-05-27 Stephan Eckstein , Michael Kupper , Mathias Pohl