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Composition methodologies in the current literature are mainly to promote estimation efficiency via direct composition, either, of initial estimators or of objective functions. In this paper, composite estimation is investigated for both…

Methodology · Statistics 2013-12-31 Lu Lin , Feng Li , Kangning Wang , Lixing Zhu

Relative error estimation has been recently used in regression analysis. A crucial issue of the existing relative error estimation procedures is that they are sensitive to outliers. To address this issue, we employ the $\gamma$-likelihood…

Methodology · Statistics 2018-10-17 Kei Hirose , Hiroki Masuda

Deep learning based approaches have achieved significant progresses in different tasks like classification, detection, segmentation, and so on. Ensemble learning is widely known to further improve performance by combining multiple…

Computer Vision and Pattern Recognition · Computer Science 2019-05-17 Danlu Chen , Xu-Yao Zhang , Wei Zhang , Yao Lu , Xiuli Li , Tao Mei

Ensemble learning is characterized by flexibility, high precision, and refined structure. As a critical component within computational finance, option pricing with machine learning requires both high predictive accuracy and reduced…

Machine Learning · Computer Science 2025-06-09 Zeyuan Li , Qingdao Huang

Heterogeneous ensembles built from the predictions of a wide variety and large number of diverse base predictors represent a potent approach to building predictive models for problems where the ideal base/individual predictor may not be…

Machine Learning · Computer Science 2021-03-01 Ana Stanescu , Gaurav Pandey

The superior performance of ensemble methods with infinite models are well known. Most of these methods are based on optimization problems in infinite-dimensional spaces with some regularization, for instance, boosting methods and convex…

Machine Learning · Statistics 2017-12-18 Atsushi Nitanda , Taiji Suzuki

We present a new approach to ensemble learning. Our approach constructs a tree of subsets of the feature space and associates a predictor (predictive model) - determined by training one of a given family of base learners on an endogenously…

Computer Vision and Pattern Recognition · Computer Science 2018-04-04 Jinsung Yoon , William R. Zame , Mihaela van der Schaar

The conjugate gradient method is a widely used algorithm for the numerical solution of a system of linear equations. It is particularly attractive because it allows one to take advantage of sparse matrices and produces (in case of infinite…

Numerical Analysis · Mathematics 2017-11-27 Sergey Voronin , Christophe Zaroli , Naresh P. Cuntoor

This paper discusses minimum distance estimation method in the linear regression model with dependent errors which are strongly mixing. The regression parameters are estimated through the minimum distance estimation method, and asymptotic…

Statistics Theory · Mathematics 2017-01-06 Jiwoong Kim

Estimating hyperparameters has been a long-standing problem in machine learning. We consider the case where the task at hand is modeled as the solution to an optimization problem. Here the exact gradient with respect to the hyperparameters…

Optimization and Control · Mathematics 2023-11-16 Matthias J. Ehrhardt , Lindon Roberts

A framework is introduced for solving a sequence of slowly changing optimization problems, including those arising in regression and classification applications, using optimization algorithms such as stochastic gradient descent (SGD). The…

Machine Learning · Computer Science 2015-09-25 Craig Wilson , Venugopal V. Veeravalli

Image restoration has experienced significant advancements due to the development of deep learning. Nevertheless, it encounters challenges related to ill-posed problems, resulting in deviations between single model predictions and…

Computer Vision and Pattern Recognition · Computer Science 2024-10-31 Shangquan Sun , Wenqi Ren , Zikun Liu , Hyunhee Park , Rui Wang , Xiaochun Cao

Student performance prediction is a critical research problem to understand the students' needs, present proper learning opportunities/resources, and develop the teaching quality. However, traditional machine learning methods fail to…

Machine Learning · Computer Science 2021-12-23 Yinkai Wang , Aowei Ding , Kaiyi Guan , Shixi Wu , Yuanqi Du

Many dynamic ensemble selection (DES) methods are known in the literature. A previously-developed by the authors, method consists in building a randomized classifier which is treated as a model of the base classifier. The model is…

Machine Learning · Computer Science 2021-09-17 Pawel Trajdos , Marek Kurzynski

We introduce an ensemble learning method based on Gaussian Process Regression (GPR) for predicting conditional expected stock returns given stock-level and macro-economic information. Our ensemble learning approach significantly reduces the…

Risk Management · Quantitative Finance 2026-03-10 Damir Filipović , Puneet Pasricha

Application of the minimum distance method to the linear regression model for estimating regression parameters is a difficult and time-consuming process due to the complexity of its distance function, and hence, it is computationally…

Computation · Statistics 2017-02-15 Jiwoong Kim

The emerging field of learning-augmented online algorithms uses ML techniques to predict future input parameters and thereby improve the performance of online algorithms. Since these parameters are, in general, real-valued functions, a…

Machine Learning · Computer Science 2022-05-26 Keerti Anand , Rong Ge , Amit Kumar , Debmalya Panigrahi

As demand for computer software continually increases, software scope and complexity become higher than ever. The software industry is in real need of accurate estimates of the project under development. Software development effort…

Software Engineering · Computer Science 2020-07-06 Halcyon D. P. Carvalho , Marília N. C. A. Lima , Wylliams B. Santos , Roberta A. de A. Fagunde

Time series forecasting is a challenging problem particularly when a time series expresses multiple seasonality, nonlinear trend and varying variance. In this work, to forecast complex time series, we propose ensemble learning which is…

Machine Learning · Computer Science 2022-03-03 Grzegorz Dudek

Selective inference methods are developed for group lasso estimators for use with a wide class of distributions and loss functions. The method includes the use of exponential family distributions, as well as quasi-likelihood modeling for…

Methodology · Statistics 2024-03-28 Yiling Huang , Sarah Pirenne , Snigdha Panigrahi , Gerda Claeskens