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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

In this paper, we consider the coefficient-based regularized distribution regression which aims to regress from probability measures to real-valued responses over a reproducing kernel Hilbert space (RKHS), where the regularization is put on…

Machine Learning · Statistics 2022-08-29 Yuan Mao , Lei Shi , Zheng-Chu Guo

Robust estimation has played an important role in statistical and machine learning. However, its applications to functional linear regression are still under-developed. In this paper, we focus on Huber's loss with a diverging robustness…

Statistics Theory · Mathematics 2024-09-18 Ling Peng , Xiaohui Liu , Heng Lian

As with classic statistics, functional regression models are invaluable in the analysis of functional data. While there are now extensive tools with accompanying theory available for linear models, there is still a great deal of work to be…

Statistics Theory · Mathematics 2018-06-25 Matthew Reimherr , Bharath Sriperumbudur , Bahaeddine Taoufik

Many scientific studies collect data where the response and predictor variables are both functions of time, location, or some other covariate. Understanding the relationship between these functional variables is a common goal in these…

Methodology · Statistics 2019-02-12 Xiaoxiao Sun , Pang Du , Xiao Wang , Ping Ma

We introduce a novel boosting algorithm called `KTBoost' which combines kernel boosting and tree boosting. In each boosting iteration, the algorithm adds either a regression tree or reproducing kernel Hilbert space (RKHS) regression…

Machine Learning · Computer Science 2021-02-09 Fabio Sigrist

Distribution shifts are ubiquitous in real-world machine learning applications, posing a challenge to the generalization of models trained on one data distribution to another. We focus on scenarios where data distributions vary across…

Machine Learning · Statistics 2024-06-05 Steven Wilkins-Reeves , Xu Chen , Qi Ma , Christine Agarwal , Aude Hofleitner

We study a functional linear regression model that deals with functional responses and allows for both functional covariates and high-dimensional vector covariates. The proposed model is flexible and nests several functional regression…

Statistics Theory · Mathematics 2022-08-24 Daren Wang , Zifeng Zhao , Yi Yu , Rebecca Willett

In this paper, we propose methods for functional predictor selection and the estimation of smooth functional coefficients simultaneously in a scalar-on-function regression problem under high-dimensional multivariate functional data setting.…

Methodology · Statistics 2022-05-04 Ali Mahzarnia , Jun Song

Many machine learning tasks that involve predicting an output response can be solved by training a weighted regression model. Unfortunately, the predictive power of this type of models may severely deteriorate under low sample sizes or…

Machine Learning · Statistics 2021-10-01 Tam Le , Truyen Nguyen , Makoto Yamada , Jose Blanchet , Viet Anh Nguyen

We propose a randomized multiplicative weight update (MWU) algorithm for $\ell_{\infty}$ regression that runs in $\widetilde{O}\left(n^{2+1/22.5} \text{poly}(1/\epsilon)\right)$ time when $\omega = 2+o(1)$, improving upon the previous best…

Data Structures and Algorithms · Computer Science 2025-04-29 Deeksha Adil , Shunhua Jiang , Rasmus Kyng

We study distribution-on-distribution regression problems in which a response distribution depends on multiple distributional predictors. Such settings arise naturally in applications where the outcome distribution is driven by several…

Methodology · Statistics 2026-01-08 Yuanying Chen , Tongyu Li , Yang Bai , Zhenhua Lin

In this work, we consider the problem of imbalanced data in a regression framework when the imbalanced phenomenon concerns continuous or discrete covariates. Such a situation can lead to biases in the estimates. In this case, we propose a…

Machine Learning · Statistics 2023-02-21 Samuel Stocksieker , Denys Pommeret , Arthur Charpentier

We study counterfactual regression, which aims to map input features to outcomes under hypothetical scenarios that differ from those observed in the data. This is particularly useful for decision-making when adapting to sudden shifts in…

Methodology · Statistics 2025-04-08 Kwangho Kim

This study proposes a method to enhance neural network performance when training data and application data are not very similar, e.g., out of distribution problems, as well as pattern and regime shifts. The method consists of three main…

Machine Learning · Computer Science 2025-12-04 Jan Saynisch-Wagner , Saran Rajendran Sari

In this paper we investigate the problem of estimating the regression function in models with correlated observations. The data is obtained from several experimental units each of them forms a time series. We propose a new estimator based…

Statistics Theory · Mathematics 2019-06-13 Djihad Benelmadani , Karim Benhenni , Sana Louhichi

This paper generalizes regularized regression problems in a hyper-reproducing kernel Hilbert space (hyper-RKHS), illustrates its utility for kernel learning and out-of-sample extensions, and proves asymptotic convergence results for the…

Machine Learning · Computer Science 2022-10-20 Fanghui Liu , Lei Shi , Xiaolin Huang , Jie Yang , Johan A. K. Suykens

Function-on-function linear regression is important for understanding the relationship between the response and the predictor that are both functions. In this article, we propose a reproducing kernel Hilbert space approach to…

Statistics Theory · Mathematics 2021-09-29 Holger Dette , Jiajun Tang

Hybrid modelling reduces the misspecification of expert models by combining them with machine learning (ML) components learned from data. Similarly to many ML algorithms, hybrid model performance guarantees are limited to the training…

Machine Learning · Computer Science 2023-04-13 Antoine Wehenkel , Jens Behrmann , Hsiang Hsu , Guillermo Sapiro , Gilles Louppe , Jörn-Henrik Jacobsen

We consider the theory of regression on a manifold using reproducing kernel Hilbert space methods. Manifold models arise in a wide variety of modern machine learning problems, and our goal is to help understand the effectiveness of various…

Machine Learning · Statistics 2020-10-19 Andrew McRae , Justin Romberg , Mark Davenport