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This work focuses on dimension-reduction techniques for modelling conditional extreme values. Specifically, we investigate the idea that extreme values of a response variable can be explained by nonlinear functions derived from linear…

Methodology · Statistics 2024-05-27 Julyan Arbel , Stéphane Girard , Hadrien Lorenzo

Partial least squares (PLS) is a dimensionality reduction technique used as an alternative to ordinary least squares (OLS) in situations where the data is colinear or high dimensional. Both PLS and OLS provide mean based estimates, which…

Methodology · Statistics 2021-10-18 Alvaro Mendez Civieta , M. Carmen Aguilera-Morillo , Rosa E. Lillo

Bayesian optimisation is an adaptive sampling strategy for constructing a Gaussian process surrogate to efficiently search for the global minimum of a black-box computational model. Gaussian processes have limited applicability in…

Applications · Statistics 2025-12-04 Thomas A. Archbold , Ieva Kazlauskaite , Fehmi Cirak

Merging the two cultures of deep and statistical learning provides insights into structured high-dimensional data. Traditional statistical modeling is still a dominant strategy for structured tabular data. Deep learning can be viewed…

Methodology · Statistics 2021-10-25 Anindya Bhadra , Jyotishka Datta , Nick Polson , Vadim Sokolov , Jianeng Xu

Modern pattern recognition methods are based on convolutional networks since they are able to learn complex patterns that benefit the classification. However, convolutional networks are computationally expensive and require a considerable…

Computer Vision and Pattern Recognition · Computer Science 2019-09-20 Artur Jordao , Ricardo Kloss , Fernando Yamada , William Robson Schwartz

We present large sample results for partitioning-based least squares nonparametric regression, a popular method for approximating conditional expectation functions in statistics, econometrics, and machine learning. First, we obtain a…

Statistics Theory · Mathematics 2020-07-20 Matias D. Cattaneo , Max H. Farrell , Yingjie Feng

High-dimensional spectral data -- routinely generated in dairy production -- are used to predict a range of traits in milk products. Partial least squares (PLS) regression is ubiquitously used for these prediction tasks. However, PLS…

Recursive least squares (RLS) algorithms were once widely used for training small-scale neural networks, due to their fast convergence. However, previous RLS algorithms are unsuitable for training deep neural networks (DNNs), since they…

Machine Learning · Computer Science 2021-09-08 Chunyuan Zhang , Qi Song , Hui Zhou , Yigui Ou , Hongyao Deng , Laurence Tianruo Yang

In this study, we present a new approach to design a Least Mean Squares (LMS) predictor. This approach exploits the concept of deep neural networks and their supremacy in terms of performance and accuracy. The new LMS predictor is…

Signal Processing · Electrical Eng. & Systems 2019-05-14 Lubna Shibly Mokatren , Ahmet Enis Cetin , Rashid Ansari

The least squares method with deep neural networks as function parametrization has been applied to solve certain high-dimensional partial differential equations (PDEs) successfully; however, its convergence is slow and might not be…

Numerical Analysis · Mathematics 2021-12-30 Yiqi Gu , Haizhao Yang , Chao Zhou

Partial least squares, as a dimension reduction method, has become increasingly important for its ability to deal with problems with a large number of variables. Since noisy variables may weaken the performance of the model, the sparse…

Methodology · Statistics 2020-06-08 Weijuan Liang , Shuangge Ma , Qingzhao Zhang , Tingyu Zhu

Partial Least Squares (PLS) refer to a class of dimension-reduction techniques aiming at the identification of two sets of components with maximal covariance, to model the relationship between two sets of observed variables…

Methodology · Statistics 2023-02-23 Lola Etievant , Vivian Viallon

Motivation: The high dimensionality of genomic data calls for the development of specific classification methodologies, especially to prevent over-optimistic predictions. This challenge can be tackled by compression and variable selection,…

Methodology · Statistics 2021-04-10 G. Durif , L. Modolo , J. Michaelsson , J. E. Mold , S. Lambert-Lacroix , F. Picard

In this paper, we develop a new optimization framework for the least squares learning problem via fully connected neural networks or physics-informed neural networks. The gradient descent sometimes behaves inefficiently in deep learning…

Machine Learning · Computer Science 2025-05-01 Yaru Liu , Yiqi Gu , Michael K. Ng

Partial Least Squares (PLS) methods have been heavily exploited to analyse the association between two blocs of data. These powerful approaches can be applied to data sets where the number of variables is greater than the number of…

Machine Learning · Statistics 2017-02-24 Pierre Lafaye de Micheaux , Benoit Liquet , Matthew Sutton

High-dimensional data common in genomics, proteomics, and chemometrics often contains complicated correlation structures. Recently, partial least squares (PLS) and Sparse PLS methods have gained attention in these areas as dimension…

Machine Learning · Statistics 2012-04-19 Genevera I. Allen , Christine Peterson , Marina Vannucci , Mirjana Maletic-Savatic

Inspired by the feedforward multilayer perceptron (FF-MLP), decision tree (DT) and extreme learning machine (ELM), a new classification model, called the subspace learning machine (SLM), is proposed in this work. SLM first identifies a…

Machine Learning · Computer Science 2022-05-12 Hongyu Fu , Yijing Yang , Vinod K. Mishra , C. -C. Jay Kuo

In the supervised high dimensional settings with a large number of variables and a low number of individuals, one objective is to select the relevant variables and thus to reduce the dimension. That subspace selection is often managed with…

Machine Learning · Statistics 2019-01-15 Hadrien Lorenzo , Jérôme Saracco , Rodolphe Thiébaut

Partial least squares (PLS) is a simple factorisation method that works well with high dimensional problems in which the number of observations is limited given the number of independent variables. In this article, we show that PLS can…

Econometrics · Economics 2024-09-10 João B. Assunção , Pedro Afonso Fernandes

High-dimensional, low sample-size (HDLSS) data problems have been a topic of immense importance for the last couple of decades. There is a vast literature that proposed a wide variety of approaches to deal with this situation, among which…

Methodology · Statistics 2021-07-09 Kaixu Yang , Tapabrata Maiti