Related papers: Additive Higher-Order Factorization Machines
We consider the problem of flexible modeling of higher order hidden Markov models when the number of latent states and the nature of the serial dependence, including the true order, are unknown. We propose Bayesian nonparametric methodology…
Decision rules offer a rich and tractable framework for solving certain classes of multistage adaptive optimization problems. Recent literature has shown the promise of using linear and nonlinear decision rules in which wait-and-see…
Kernel-based hypothesis tests offer a flexible, non-parametric tool to detect high-order interactions in multivariate data, beyond pairwise relationships. Yet the scalability of such tests is limited by the computationally demanding…
In traditional logistic regression models, the link function is often assumed to be linear and continuous in predictors. Here, we consider a threshold model that all continuous features are discretized into ordinal levels, which further…
We address prediction problems on tabular categorical data, where each instance is defined by multiple categorical attributes, each taking values from a finite set. These attributes are often referred to as fields, and their categorical…
Linear algebraic expressions are the essence of many computationally intensive problems, including scientific simulations and machine learning applications. However, translating high-level formulations of these expressions to efficient…
This paper revisits building machine learning algorithms that involve interactions between entities, such as those between financial assets in an actively managed portfolio, or interactions between users in a social network. Our goal is to…
We present a new method for high-dimensional linear regression when a scale parameter of the additive errors is unknown. The proposed estimator is based on a penalized Huber $M$-estimator, for which theoretical results on estimation error…
This paper develops an approach to inference in a linear regression model when the number of potential explanatory variables is larger than the sample size. The approach treats each regression coefficient in turn as the interest parameter,…
Sparse matrix factorization is a popular tool to obtain interpretable data decompositions, which are also effective to perform data completion or denoising. Its applicability to large datasets has been addressed with online and randomized…
Semi-structured networks (SSNs) merge the structures familiar from additive models with deep neural networks, allowing the modeling of interpretable partial feature effects while capturing higher-order non-linearities at the same time. A…
Additive nonparametric regression models provide an attractive tool for variable selection in high dimensions when the relationship between the response and predictors is complex. They offer greater flexibility compared to parametric…
Matrix factorization techniques have been widely used as a method for collaborative filtering for recommender systems. In recent times, different variants of deep learning algorithms have been explored in this setting to improve the task of…
Training large-scale recommendation models under a single global objective implicitly assumes homogeneity across user populations. However, real-world data are composites of heterogeneous cohorts with distinct conditional distributions. As…
Participation factors (PFs) quantify the interaction between system modes and state variables, and they play a crucial role in various applications such as modal analysis, model reduction, and control design. With increasing system…
High dimensional nonparametric regression is an inherently difficult problem with known lower bounds depending exponentially in dimension. A popular strategy to alleviate this curse of dimensionality has been to use additive models of…
Additive models can be used for interpretable machine learning for their clarity and simplicity. However, In the classical models for high-order data, the vectorization operation disrupts the data structure, which may lead to degenerated…
We present a Bayesian non-negative tensor factorization model for count-valued tensor data, and develop scalable inference algorithms (both batch and online) for dealing with massive tensors. Our generative model can handle overdispersed…
We propose a novel method to model nonlinear regression problems by adapting the principle of penalization to Partial Least Squares (PLS). Starting with a generalized additive model, we expand the additive component of each variable in…
Partially linear additive models generalize linear ones since they model the relation between a response variable and covariates by assuming that some covariates have a linear relation with the response but each of the others enter through…