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How to learn a good predictor on data with missing values? Most efforts focus on first imputing as well as possible and second learning on the completed data to predict the outcome. Yet, this widespread practice has no theoretical…

Machine Learning · Statistics 2021-12-01 Marine Le Morvan , Julie Josse , Erwan Scornet , Gaël Varoquaux

We present a novel approach to learn a kernel-based regression function. It is based on the useof conical combinations of data-based parameterized kernels and on a new stochastic convex optimization procedure of which we establish…

Machine Learning · Computer Science 2012-01-13 Pierre Machart , Thomas Peel , Liva Ralaivola , Sandrine Anthoine , Hervé Glotin

This paper proposes a classification framework with a rejection option to mitigate the performance deterioration caused by adversarial examples. While recent machine learning algorithms achieve high prediction performance, they are…

Machine Learning · Computer Science 2020-10-27 Masahiro Kato , Zhenghang Cui , Yoshihiro Fukuhara

In the regression problem, we consider the problem of estimating the variance function by the means of aggregation methods. We focus on two particular aggregation setting: Model Selection aggregation (MS) and Convex aggregation (C) where…

Machine Learning · Statistics 2021-10-07 Ahmed Zaoui

We perform a study on kernel regression for large-dimensional data (where the sample size $n$ is polynomially depending on the dimension $d$ of the samples, i.e., $n\asymp d^{\gamma}$ for some $\gamma >0$ ). We first build a general tool to…

Machine Learning · Statistics 2024-07-01 Weihao Lu , Haobo Zhang , Yicheng Li , Manyun Xu , Qian Lin

This study introduces a novel approach to ensure the existence and uniqueness of optimal parameters in neural networks. The paper details how a recurrent neural networks (RNN) can be transformed into a contraction in a domain where its…

Machine Learning · Statistics 2024-06-21 Valdes Gonzalo

Weighting with the inverse probability of censoring is an approach to deal with censoring in regression analyses where the outcome may be missing due to right-censoring. In this paper, three separate approaches involving this idea in a…

Methodology · Statistics 2025-10-30 Morten Overgaard

The statistics and machine learning communities have recently seen a growing interest in classification-based approaches to two-sample testing. The outcome of a classification-based two-sample test remains a rejection decision, which is not…

Statistics Theory · Mathematics 2022-11-15 Loris Michel , Jeffrey Näf , Nicolai Meinshausen

We consider the regression problem where the dependence of the response Y on a set of predictors X is fully captured by the regression function E(Y | X)=g(B'X), for an unknown function g and low rank parameter B matrix. We combine neural…

Computation · Statistics 2021-04-21 Daniel Kapla , Lukas Fertl , Efstathia Bura

We investigate the concept of Best Approximation for Feedforward Neural Networks (FNN) and explore their convergence properties through the lens of Random Projection (RPNNs). RPNNs have predetermined and fixed, once and for all, internal…

Machine Learning · Computer Science 2024-02-20 Gianluca Fabiani

Stochastic gradient descent algorithms for training linear and kernel predictors are gaining more and more importance, thanks to their scalability. While various methods have been proposed to speed up their convergence, the model selection…

Machine Learning · Computer Science 2014-06-17 Francesco Orabona

We develop tests of the hypothesis of no effect for selected predictors in regression, without assuming a model for the conditional distribution of the response given the predictors. Predictor effects need not be limited to the mean…

Statistics Theory · Mathematics 2007-06-13 R. Dennis Cook

We consider generalized linear regression analysis with left-censored covariate due to the lower limit of detection. Complete case analysis by eliminating observations with values below limit of detection yields valid estimates for…

Methodology · Statistics 2014-12-09 Shengchun Kong , Bin Nan

We study efficiency improvements in randomized experiments for estimating a vector of potential outcome means using regression adjustment (RA) when there are more than two treatment levels. We show that linear RA which estimates separate…

Econometrics · Economics 2025-01-13 Akanksha Negi , Jeffrey M. Wooldridge

We propose a method for variable selection in multiple regression with random predictors. This method is based on a criterion that permits to reduce the variable selection problem to a problem of estimating suitable permutation and…

Statistics Theory · Mathematics 2015-06-29 Alban Mbina Mbina , Guy Martial Nkiet , Assi Nguessan

This paper carries out a large dimensional analysis of a variation of kernel ridge regression that we call \emph{centered kernel ridge regression} (CKRR), also known in the literature as kernel ridge regression with offset. This modified…

Machine Learning · Statistics 2020-04-22 Khalil Elkhalil , Abla Kammoun , Xiangliang Zhang , Mohamed-Slim Alouini , Tareq Al-Naffouri

Selective classification (or classification with a reject option) pairs a classifier with a selection function to determine whether or not a prediction should be accepted. This framework trades off coverage (probability of accepting a…

Machine Learning · Computer Science 2023-02-23 Andrea Pugnana , Salvatore Ruggieri

Proportional mean residual life model is studied for analysing survival data from the case-cohort design. To simultaneously estimate the regression parameters and the baseline mean residual life function, weighted estimating equations based…

Statistics Theory · Mathematics 2019-01-18 Huijuan Ma , Jianhua Shi , Yong Zhou

We introduce a novel rule-based approach for handling regression problems. The new methodology carries elements from two frameworks: (i) it provides information about the uncertainty of the parameters of interest using Bayesian inference,…

Machine Learning · Statistics 2021-10-11 Themistoklis Botsas , Lachlan R. Mason , Indranil Pan

Consider a Gaussian nonparametric regression problem having both an unknown mean function and unknown variance function. This article presents a class of difference-based kernel estimators for the variance function. Optimal convergence…

Statistics Theory · Mathematics 2009-09-29 Lawrence D. Brown , M. Levine