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We propose a novel approach to sufficient dimension reduction in regression, based on estimating contour directions of negligible variation for the response surface. These directions span the orthogonal complement of the minimal space…

Machine Learning · Computer Science 2014-08-15 Bing Li , Hongyuan Zha , Francesca Chiaromonte

We propose a novel approach to sufficient dimension reduction in regression, based on estimating contour directions of small variation in the response. These directions span the orthogonal complement of the minimal space relevant for the…

Statistics Theory · Mathematics 2007-06-13 Bing Li , Hongyuan Zha , Francesca Chiaromonte

Many popular learning algorithms (E.g. Regression, Fourier-Transform based algorithms, Kernel SVM and Kernel ridge regression) operate by reducing the problem to a convex optimization problem over a vector space of functions. These methods…

Machine Learning · Computer Science 2014-05-13 Amit Daniely , Nati Linial , Shai Shalev-Shwartz

Deep learning methods operate in regimes that defy the traditional statistical mindset. Neural network architectures often contain more parameters than training samples, and are so rich that they can interpolate the observed labels, even if…

Statistics Theory · Mathematics 2020-12-14 Song Mei , Andrea Montanari

We introduce data structures for solving robust regression through stochastic gradient descent (SGD) by sampling gradients with probability proportional to their norm, i.e., importance sampling. Although SGD is widely used for large scale…

Machine Learning · Computer Science 2022-07-19 Sepideh Mahabadi , David P. Woodruff , Samson Zhou

Ridge functions have recently emerged as a powerful set of ideas for subspace-based dimension reduction. In this paper we begin by drawing parallels between ridge subspaces, sufficient dimension reduction and active subspaces, contrasting…

Methodology · Statistics 2019-01-04 Pranay Seshadri , Shaowu Yuchi , Geoffrey T. Parks

In this work, we demonstrate that a major limitation of regression using a mean-squared error loss is its sensitivity to the scale of its targets. This makes learning settings consisting of target's whose values take on varying scales…

Machine Learning · Computer Science 2023-01-20 Adam Khakhar , Jacob Buckman

Estimation of a regression function from independent and identically distributed random variables is considered. The $L_2$ error with integration with respect to the design measure is used as an error criterion. Over-parametrized deep…

Statistics Theory · Mathematics 2022-10-05 Michael Kohler , Adam Krzyzak

We study a prototypical situation when a learned predictor can discover useful low-dimensional structure in data, while using fewer samples than are needed for accurate prediction. Specifically, we consider the problem of recovering a…

Machine Learning · Statistics 2026-05-15 Libin Zhu , Damek Davis , Dmitriy Drusvyatskiy , Maryam Fazel

Local learning of sparse image models has proven to be very effective to solve inverse problems in many computer vision applications. To learn such models, the data samples are often clustered using the K-means algorithm with the Euclidean…

Computer Vision and Pattern Recognition · Computer Science 2016-04-20 Julio Cesar Ferreira , Elif Vural , Christine Guillemot

Many machine learning problems encode their data as a matrix with a possibly very large number of rows and columns. In several applications like neuroscience, image compression or deep reinforcement learning, the principal subspace of such…

We consider the problem of approximating $[0,1]^{d}$-periodic functions by convolution with a scaled Gaussian kernel. We start by establishing convergence rates to functions from periodic Sobolev spaces and we show that the saturation rate…

Numerical Analysis · Mathematics 2022-02-28 Simon Hubbert , Janin Jäger , Jeremy Levesley

We propose an algorithmic framework, that employs active subspace techniques, for scalable global optimization of functions with low effective dimension (also referred to as low-rank functions). This proposal replaces the original…

Optimization and Control · Mathematics 2024-02-01 Coralia Cartis , Xinzhu Liang , Estelle Massart , Adilet Otemissov

We consider the problem of sufficient dimension reduction (SDR) for multi-index models. The estimators of the central mean subspace in prior works either have slow (non-parametric) convergence rates, or rely on stringent distributional…

Machine Learning · Statistics 2024-09-16 Gan Yuan , Mingyue Xu , Samory Kpotufe , Daniel Hsu

In regression analysis, we employ contour projection (CP) to develop a new dimension reduction theory. Accordingly, we introduce the notions of the central contour subspace and generalized contour subspace. We show that both of their…

Statistics Theory · Mathematics 2009-11-19 Ronghua Luo , Hansheng Wang , Chih-Ling Tsai

Real world data often exhibit low-dimensional geometric structures, and can be viewed as samples near a low-dimensional manifold. This paper studies nonparametric regression of H\"{o}lder functions on low-dimensional manifolds using deep…

Machine Learning · Computer Science 2022-02-24 Minshuo Chen , Haoming Jiang , Wenjing Liao , Tuo Zhao

Deep neural networks (DNNs) achieve impressive results for complicated tasks like object detection on images and speech recognition. Motivated by this practical success, there is now a strong interest in showing good theoretical properties…

Machine Learning · Statistics 2020-06-16 Michael Kohler , Adam Krzyzak , Sophie Langer

The generalization performance of a machine learning algorithm such as a neural network depends in a non-trivial way on the structure of the data distribution. To analyze the influence of data structure on test loss dynamics, we study an…

Machine Learning · Statistics 2022-03-16 Blake Bordelon , Cengiz Pehlevan

This paper studies the approximation of generalized ridge functions, namely of functions which are constant along some submanifolds of $\mathbb{R}^N$. We introduce the notion of linear-sleeve functions, whose function values only depend on…

Numerical Analysis · Mathematics 2017-01-26 Sandra Keiper

Given $n$ samples of a function $f\colon D\to\mathbb C$ in random points drawn with respect to a measure $\varrho_S$ we develop theoretical analysis of the $L_2(D, \varrho_T)$-approximation error. For a parituclar choice of $\varrho_S$…

Numerical Analysis · Mathematics 2024-08-29 Felix Bartel
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