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In the multivariate regression, also referred to as multi-task learning in machine learning, the goal is to recover a vector-valued function based on noisy observations. The vector-valued function is often assumed to be of low rank.…

Statistics Theory · Mathematics 2020-05-05 Wenjia Wang , Yi-Hui Zhou

We propose a multivariate functional responses low rank regression model with possible high dimensional functional responses and scalar covariates. By expanding the slope functions on a set of sieve basis, we reconstruct the basis…

Methodology · Statistics 2020-10-09 Xiucai Ding , Dengdeng Yu , Zhengwu Zhang , Dehan Kong

We consider the task of low-multilinear-rank functional regression, i.e., learning a low-rank parametric representation of functions from scattered real-valued data. Our first contribution is the development and analysis of an efficient…

Computation · Statistics 2018-09-26 Alex A. Gorodetsky , John D. Jakeman

We propose and analyse a reduced-rank method for solving least-squares regression problems with infinite dimensional output. We derive learning bounds for our method, and study under which setting statistical performance is improved in…

Machine Learning · Statistics 2022-11-17 Luc Brogat-Motte , Alessandro Rudi , Céline Brouard , Juho Rousu , Florence d'Alché-Buc

In this paper, the estimation problem for sparse reduced rank regression (SRRR) model is considered. The SRRR model is widely used for dimension reduction and variable selection with applications in signal processing, econometrics, etc. The…

Machine Learning · Statistics 2018-03-21 Ziping Zhao , Daniel P. Palomar

Multi-view data have been routinely collected in various fields of science and engineering. A general problem is to study the predictive association between multivariate responses and multi-view predictor sets, all of which can be of high…

Methodology · Statistics 2018-07-30 Gen Li , Xiaokang Liu , Kun Chen

Reduced Rank Regression (RRR) is a widely used method for multi-response regression. However, RRR assumes a linear relationship between features and responses. While linear models are useful and often provide a good approximation, many…

Machine Learning · Statistics 2025-03-11 Leia Greenberg , Haim Avron

Reduced rank regression (RRR) is a statistical method for finding a low-dimensional linear mapping between a set of high-dimensional inputs and outputs. In recent years, RRR has found numerous applications in neuroscience, in particular for…

Neurons and Cognition · Quantitative Biology 2025-12-16 Bichan Wu , Jonathan Pillow

In high-dimensional multivariate regression problems, enforcing low rank in the coefficient matrix offers effective dimension reduction, which greatly facilitates parameter estimation and model interpretation. However, commonly-used…

Statistics Theory · Mathematics 2017-07-18 Yiyuan She , Kun Chen

In machine learning it is common to interpret each data point as a vector in Euclidean space. However the data may actually be functional i.e.\ each data point is a function of some variable such as time and the function is discretely…

Computer Vision and Pattern Recognition · Computer Science 2016-01-07 Stephen Tierney , Junbin Gao , Yi Guo , Zhengwu Zhang

We propose an approach to multivariate nonparametric regression that generalizes reduced rank regression for linear models. An additive model is estimated for each dimension of a $q$-dimensional response, with a shared $p$-dimensional…

Machine Learning · Statistics 2013-01-10 Rina Foygel , Michael Horrell , Mathias Drton , John Lafferty

Fr\'echet regression has emerged as a useful tool for modeling non-Euclidean response variables associated with Euclidean covariates. In this work, we propose a global Fr\'echet regression estimation method that incorporates low-rank…

Methodology · Statistics 2025-05-09 Kyunghee Han , Hsin-Hsiung Huang

Multitask learning, i.e. taking advantage of the relatedness of individual tasks in order to improve performance on all of them, is a core challenge in the field of machine learning. We focus on matrix regression tasks where the rank of the…

Machine Learning · Computer Science 2019-10-29 Yotam Gigi , Ami Wiesel , Sella Nevo , Gal Elidan , Avinatan Hassidim , Yossi Matias

Low-rank regularization (LRR) has been widely applied in various machine learning tasks, but the associated optimization is challenging. Directly optimizing the rank function under constraints is NP-hard in general. To overcome this…

Machine Learning · Computer Science 2025-05-22 Naiqi Li , Yuqiu Xie , Peiyuan Liu , Tao Dai , Yong Jiang , Shu-Tao Xia

In this paper, we propose a Network-Weighted Functional Regression (NWFR) model, an extension of Spatially Weighted Functional Regression (SWFR) to functional data defined on network-structured settings. To asses predictive uncertainity, we…

Methodology · Statistics 2025-06-02 Elvira Romano , Antonio Irpino , Claire Miller

We propose a tree-based algorithm for classification and regression problems in the context of functional data analysis, which allows to leverage representation learning and multiple splitting rules at the node level, reducing…

Machine Learning · Statistics 2020-11-03 Edoardo Belli , Simone Vantini

Tensor regression has attracted significant attention in statistical research. This study tackles the challenge of handling covariates with smooth varying structures. We introduce a novel framework, termed functional tensor regression,…

Methodology · Statistics 2025-06-12 Tongyu Li , Fang Yao , Anru R. Zhang

Recently, deep learning has been widely applied in functional data analysis (FDA) with notable empirical success. However, the infinite dimensionality of functional data necessitates an effective dimension reduction approach for functional…

Machine Learning · Statistics 2025-05-13 Zhongjie Shi , Jun Fan , Linhao Song , Ding-Xuan Zhou , Johan A. K. Suykens

In this paper, we propose a novel approach to the rank minimization problem, termed rank residual constraint (RRC) model. Different from existing low-rank based approaches, such as the well-known nuclear norm minimization (NNM) and the…

Computer Vision and Pattern Recognition · Computer Science 2020-02-05 Zhiyuan Zha , Xin Yuan , Bihan Wen , Jiantao Zhou , Jiachao Zhang , Ce Zhu

Reduced-rank (RR) regression may be interpreted as a dimensionality reduction technique able to reveal complex relationships among the data parsimoniously. However, RR regression models typically overlook any potential group structure among…

Methodology · Statistics 2024-06-26 Maria F. Pintado , Matteo Iacopini , Luca Rossini , Alexander Y. Shestopaloff
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