Related papers: A Kernel-based Consensual Aggregation for Regressi…
In this article, we introduce a kernel-based consensual aggregation method for regression problems. We aim to exibly combine individual regression estimators $r_1, \ldots, r_M$ using a weighted average where the weights are dened based on…
In this paper, we present a study of a kernel-based consensual aggregation on randomly projected high-dimensional features of predictions for regression. The aggregation scheme is composed of two steps: the high-dimensional features of…
The paper describes an application of Aggregating Algorithm to the problem of regression. It generalizes earlier results concerned with plain linear regression to kernel techniques and presents an on-line algorithm which performs nearly as…
Machine learning techniques always aim to reduce the generalized prediction error. In order to reduce it, ensemble methods present a good approach combining several models that results in a greater forecasting capacity. The Random Machines…
This paper addresses the problem of distributed learning under communication constraints, motivated by distributed signal processing in wireless sensor networks and data mining with distributed databases. After formalizing a general model…
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…
Considering a regression model, we address the question of testing the nullity of the regression function. The testing procedure is available when the variance of the observations is unknown and does not depend on any prior information on…
Scaling analysis, in which one infers scaling exponents and a scaling function in a scaling law from given data, is a powerful tool for determining universal properties of critical phenomena in many fields of science. However, there are…
We propose statistical inferential procedures for panel data models with interactive fixed effects in a kernel ridge regression framework.Compared with traditional sieve methods, our method is automatic in the sense that it does not require…
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…
We develop a multi-kernel based regression method for graph signal processing where the target signal is assumed to be smooth over a graph. In multi-kernel regression, an effective kernel function is expressed as a linear combination of…
Kernel regression is a popular non-parametric fitting technique. It aims at learning a function which estimates the targets for test inputs as precise as possible. Generally, the function value for a test input is estimated by a weighted…
Kernel ridge regression, KRR, is a generalization of linear ridge regression that is non-linear in the data, but linear in the model parameters. Here, we introduce an equivalent formulation of the objective function of KRR, which opens up…
Random feature (RF) has been widely used for node consistency in decentralized kernel ridge regression (KRR). Currently, the consistency is guaranteed by imposing constraints on coefficients of features, necessitating that the random…
This paper presents uniform convergence rates for kernel regression estimators, in the setting of a structural nonlinear cointegrating regression model. We generalise the existing literature in three ways. First, the domain to which these…
Averaging provides an alternative to bandwidth selection for density kernel estimation. We propose a procedure to combine linearly several kernel estimators of a density obtained from different, possibly data-driven, bandwidths. The method…
Regularized least-squares (kernel-ridge / Gaussian process) regression is a fundamental algorithm of statistics and machine learning. Because generic algorithms for the exact solution have cubic complexity in the number of datapoints, large…
We propose a kernel regression method to predict a target signal lying over a graph when an input observation is given. The input and the output could be two different physical quantities. In particular, the input may not be a graph signal…
We propose a new method for input variable selection in nonlinear regression. The method is embedded into a kernel regression machine that can model general nonlinear functions, not being a priori limited to additive models. This is the…
We prove statistical rates of convergence for kernel-based least squares regression from i.i.d. data using a conjugate gradient algorithm, where regularization against overfitting is obtained by early stopping. This method is related to…