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Nonparametric kernel density and local polynomial regression estimators are very popular in Statistics, Economics, and many other disciplines. They are routinely employed in applied work, either as part of the main empirical analysis or as…

Computation · Statistics 2020-07-21 Sebastian Calonico , Matias D. Cattaneo , Max H. Farrell

Generalized linear models and the quasi-likelihood method extend the ordinary regression models to accommodate more general conditional distributions of the response. Nonparametric methods need no explicit parametric specification, and the…

Statistics Theory · Mathematics 2009-11-23 Jianqing Fan , Yichao Wu , Yang Feng

Kernel ridge regression (KRR) is a standard method for performing non-parametric regression over reproducing kernel Hilbert spaces. Given $n$ samples, the time and space complexity of computing the KRR estimate scale as $\mathcal{O}(n^3)$…

Machine Learning · Statistics 2015-01-27 Yun Yang , Mert Pilanci , Martin J. Wainwright

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…

Machine Learning · Computer Science 2017-12-27 Rongqing Huang , Shiliang Sun

Modal linear regression (MLR) is a method for obtaining a conditional mode predictor as a linear model. We study kernel selection for MLR from two perspectives: "which kernel achieves smaller error?" and "which kernel is computationally…

Machine Learning · Statistics 2020-01-31 Ryoya Yamasaki , Toshiyuki Tanaka

Learning classifiers that are robust to adversarial examples has received a great deal of recent attention. A major drawback of the standard robust learning framework is there is an artificial robustness radius $r$ that applies to all…

Machine Learning · Computer Science 2023-01-19 Robi Bhattacharjee , Kamalika Chaudhuri

Local polynomial regression of order one or higher often performs poorly in areas with sparse data. In contrast, local constant regression tends to be more robust in these regions, although it is generally the least accurate approach,…

Methodology · Statistics 2025-07-10 Chunlei Ge , W. John Braun

In this paper, we built a new nonparametric regression estimator with the local linear method by using the mean squared relative error as a loss function when the data are subject to random right censoring. We establish the uniform almost…

Statistics Theory · Mathematics 2020-04-07 Feriel Bouhadjera , Elias Saïd

Latest least squares regression (LSR) methods mainly try to learn slack regression targets to replace strict zero-one labels. However, the difference of intra-class targets can also be highlighted when enlarging the distance between…

Computer Vision and Pattern Recognition · Computer Science 2019-10-09 Zhe Chen , Xiao-Jun Wu , Josef Kittler

Data-driven neighborhood definitions and graph constructions are often used in machine learning and signal processing applications. k-nearest neighbor~(kNN) and $\epsilon$-neighborhood methods are among the most common methods used for…

Machine Learning · Computer Science 2023-04-18 Sarath Shekkizhar , Antonio Ortega

We propose a new method for local distance metric learning based on sample similarity as side information. These local metrics, which utilize conical combinations of metric weight matrices, are learned from the pooled spatial…

Machine Learning · Computer Science 2019-02-25 YInjie Huang , Cong Li , Michael Georgiopoulos , Georgios C. Anagnostopoulos

When applying machine learning/statistical methods to the environmental sciences, nonlinear regression (NLR) models often perform only slightly better and occasionally worse than linear regression (LR). The proposed reason for this…

Machine Learning · Computer Science 2020-03-19 William W. Hsieh

In this paper, we consider the nonparametric least square regression in a Reproducing Kernel Hilbert Space (RKHS). We propose a new randomized algorithm that has optimal generalization error bounds with respect to the square loss, closing a…

Machine Learning · Computer Science 2019-05-28 Kwang-Sung Jun , Ashok Cutkosky , Francesco Orabona

A common challenge in nonparametric inference is its high computational complexity when data volume is large. In this paper, we develop computationally efficient nonparametric testing by employing a random projection strategy. In the…

Statistics Theory · Mathematics 2018-02-20 Meimei Liu , Zuofeng Shang , Guang Cheng

Large margin nearest neighbor (LMNN) is a metric learner which optimizes the performance of the popular $k$NN classifier. However, its resulting metric relies on pre-selected target neighbors. In this paper, we address the feasibility of…

Data Structures and Algorithms · Computer Science 2018-05-03 Babak Hosseini , Barbara Hammer

The proliferation of Deep Learning (DL)-based methods for radiographic image analysis has created a great demand for expert-labeled radiology data. Recent self-supervised frameworks have alleviated the need for expert labeling by obtaining…

Computer Vision and Pattern Recognition · Computer Science 2023-03-27 S. A. Rizvi , R. Tang , X. Jiang , X. Ma , X. Hu

In this paper we propose the adaptive lasso for predictive quantile regression (ALQR). Reflecting empirical findings, we allow predictors to have various degrees of persistence and exhibit different signal strengths. The number of…

Econometrics · Economics 2024-06-05 Rui Fan , Ji Hyung Lee , Youngki Shin

We introduce a new principle for model selection in regression and classification. Many regression models are controlled by some smoothness or flexibility or complexity parameter c, e.g. the number of neighbors to be averaged over in k…

Statistics Theory · Mathematics 2007-06-25 Marcus Hutter

We reveal the phenomenon that ``naive'' multivariate local polynomial regression can adapt to local smooth lower dimensional structure in the sense that it achieves the optimal convergence rate for nonparametric estimation of regression…

Statistics Theory · Mathematics 2009-09-29 Peter J. Bickel , Bo Li

Semi-parametric Nearest Neighbor Language Models ($k$NN-LMs) have produced impressive gains over purely parametric LMs, by leveraging large-scale neighborhood retrieval over external memory datastores. However, there has been little…

Computation and Language · Computer Science 2023-06-13 Rishabh Bhardwaj , George Polovets , Monica Sunkara