English
Related papers

Related papers: Orthogonal Subsampling for Big Data Linear Regress…

200 papers

To fast approximate maximum likelihood estimators with massive data, this paper studies the Optimal Subsampling Method under the A-optimality Criterion (OSMAC) for generalized linear models. The consistency and asymptotic normality of the…

Methodology · Statistics 2021-06-15 Mingyao Ai , Jun Yu , Huiming Zhang , HaiYing Wang

Big data is ubiquitous in practices, and it has also led to heavy computation burden. To reduce the calculation cost and ensure the effectiveness of parameter estimators, an optimal subset sampling method is proposed to estimate the…

Methodology · Statistics 2023-11-16 Haohui Han , Liya Fu

Sub-sampling is a common and often effective method to deal with the computational challenges of large datasets. However, for most statistical models, there is no well-motivated approach for drawing a non-uniform subsample. We show that the…

Machine Learning · Statistics 2017-09-07 Daniel Ting , Eric Brochu

Least squares (LS)-based subset selection methods are popular in linear regression modeling. Best subset selection (BS) is known to be NP-hard and has a computational cost that grows exponentially with the number of predictors. Recently,…

Methodology · Statistics 2021-03-09 Sen Tian , Clifford M. Hurvich , Jeffrey S. Simonoff

The motivation of this work is to improve the performance of standard stacking approaches or ensembles, which are composed of simple, heterogeneous base models, through the integration of the generation and selection stages for regression…

Machine Learning · Statistics 2014-03-31 Roberto Aldave , Jean-Pierre Dussault

Data rebalancing techniques, including oversampling and undersampling, are a common approach to addressing the challenges of imbalanced data. To tackle unresolved problems related to both oversampling and undersampling, we propose a new…

Machine Learning · Computer Science 2025-07-11 Karen Medlin , Sven Leyffer , Krishnan Raghavan

For massive data stored at multiple machines, we propose a distributed subsampling procedure for the composite quantile regression. By establishing the consistency and asymptotic normality of the composite quantile regression estimator from…

Computation · Statistics 2023-01-09 Xiaohui Yuan , Shiting Zhou , Yue Wang

The goal of subsampling is to select an informative subset of all observations, when using the full data for statistical analysis is not viable. We construct locally $ D $-optimal subsampling designs under a Poisson regression model with a…

Statistics Theory · Mathematics 2024-03-28 Torsten Reuter , Rainer Schwabe

Subsampling from a large data set is useful in many supervised learning contexts to provide a global view of the data based on only a fraction of the observations. Diverse (or space-filling) subsampling is an appealing subsampling approach…

Methodology · Statistics 2023-11-27 Boyang Shang , Daniel W. Apley , Sanjay Mehrotra

Most current sampling algorithms for high-dimensional distributions are based on MCMC techniques and are approximate in the sense that they are valid only asymptotically. Rejection sampling, on the other hand, produces valid samples, but is…

Artificial Intelligence · Computer Science 2012-07-04 Marc Dymetman , Guillaume Bouchard , Simon Carter

Subsampling is a computationally efficient and scalable method to draw inference in large data settings based on a subset of the data rather than needing to consider the whole dataset. When employing subsampling techniques, a crucial…

Methodology · Statistics 2025-10-08 Amalan Mahendran , Helen Thompson , James M. McGree

An Orthogonal Least Squares (OLS) based feature selection method is proposed for both binomial and multinomial classification. The novel Squared Orthogonal Correlation Coefficient (SOCC) is defined based on Error Reduction Ratio (ERR) in…

Machine Learning · Computer Science 2021-11-09 Sikai Zhang , Zi-Qiang Lang

Linear regression is arguably the most prominent among statistical inference methods, popular both for its simplicity as well as its broad applicability. On par with data-intensive applications, the sheer size of linear regression problems…

Applications · Statistics 2016-06-29 Dimitris Berberidis , Vassilis Kekatos , Georgios B. Giannakis

Subsampling is a popular approach to alleviating the computational burden for analyzing massive datasets. Recent efforts have been devoted to various statistical models without explicit regularization. In this paper, we develop an efficient…

Methodology · Statistics 2022-04-12 Yunlu Chen , Nan Zhang

In industrial scenarios, data augmentation is an effective approach to improve model performance. However, its benefits are not unidirectionally beneficial. There is no theoretical research or established estimation for the optimal sample…

Machine Learning · Computer Science 2026-02-19 Mingchun Sun , Rongqiang Zhao , Zhennan Huang , Songyu Ding , Jie Liu

In today's modern era of Big data, computationally efficient and scalable methods are needed to support timely insights and informed decision making. One such method is sub-sampling, where a subset of the Big data is analysed and used as…

Methodology · Statistics 2022-09-07 Amalan Mahendran , Helen Thompson , James M. McGree

As computer resources become increasingly limited, traditional statistical methods face challenges in analyzing massive data, especially in functional data analysis. To address this issue, subsampling offers a viable solution by…

Methodology · Statistics 2024-07-01 Jingxiang Pan , Xiaohui Yuan , Xiaohui Yuan

High-quality pre-training data is crutial for large language models, where quality captures factual reliability and semantic value, and diversity ensures broad coverage and distributional heterogeneity. Existing approaches typically rely on…

Computation and Language · Computer Science 2025-10-23 Hongyi He , Xiao Liu , Zhenghao Lin , Mingni Tang , Yi Cheng , Jintao Wang , Wenjie Li , Peng Cheng , Yeyun Gong

We study the problem of inferring a sparse vector from random linear combinations of its components. We propose the Accelerated Orthogonal Least-Squares (AOLS) algorithm that improves performance of the well-known Orthogonal Least-Squares…

Machine Learning · Statistics 2018-04-17 Abolfazl Hashemi , Haris Vikalo

Subsampling algorithms are a natural approach to reduce data size before fitting models on massive datasets. In recent years, several works have proposed methods for subsampling rows from a data matrix while maintaining relevant information…

Machine Learning · Computer Science 2023-01-18 Fred Lu , Edward Raff , James Holt