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We present a novel quantum high-dimensional linear regression algorithm with an $\ell_1$-penalty based on the classical LARS (Least Angle Regression) pathwise algorithm. Similarly to available classical algorithms for Lasso, our quantum…

Quantum Physics · Physics 2025-03-26 Joao F. Doriguello , Debbie Lim , Chi Seng Pun , Patrick Rebentrost , Tushar Vaidya

We develop a new method to fit the multivariate response linear regression model that exploits a parametric link between the regression coefficient matrix and the error covariance matrix. Specifically, we assume that the correlations…

Methodology · Statistics 2021-12-09 Aaron J. Molstad , Guangwei Weng , Charles R. Doss , Adam J. Rothman

In this paper we formulate and solve a robust least squares problem for a system of linear equations subject to quantization error in the data matrix. Ordinary least squares fails to consider uncertainty in the operator, modeling all noise…

Optimization and Control · Mathematics 2021-04-09 Richard Clancy , Stephen Becker

Quadratic regression (QR) models naturally extend linear models by considering interaction effects between the covariates. To conduct model selection in QR, it is important to maintain the hierarchical model structure between main effects…

Methodology · Statistics 2016-07-15 Ning Hao , Yang Feng , Hao Helen Zhang

The development of randomized algorithms for numerical linear algebra, e.g. for computing approximate QR and SVD factorizations, has recently become an intense area of research. This paper studies one of the most frequently discussed…

Numerical Analysis · Computer Science 2013-08-28 Rafi Witten , Emmanuel Candes

Quantile regression is a powerful tool capable of offering a richer view of the data as compared to least-squares regression. Quantile regression is typically performed individually on a few quantiles or a grid of quantiles without…

Methodology · Statistics 2026-03-26 Ta-Hsin Li , Nimrod Megiddo

Low-rank matrix factorizations are a class of linear models widely used in various fields such as machine learning, signal processing, and data analysis. These models approximate a matrix as the product of two smaller matrices, where the…

Machine Learning · Computer Science 2024-12-10 Olivier Vu Thanh

Label Ranking (LR) corresponds to the problem of learning a hypothesis that maps features to rankings over a finite set of labels. We adopt a nonparametric regression approach to LR and obtain theoretical performance guarantees for this…

Machine Learning · Computer Science 2022-02-11 Dimitris Fotakis , Alkis Kalavasis , Eleni Psaroudaki

Nowadays, the availability of large-scale data in disparate application domains urges the deployment of sophisticated tools for extracting valuable knowledge out of this huge bulk of information. In that vein, low-rank representations…

Machine Learning · Computer Science 2017-10-06 Paris V. Giampouras , Athanasios A. Rontogiannis , Konstantinos D. Koutroumbas

Linear Quadratic Regulators (LQR) achieve enormous successful real-world applications. Very recently, people have been focusing on efficient learning algorithms for LQRs when their dynamics are unknown. Existing results effectively learn to…

Machine Learning · Computer Science 2021-02-15 Tianyu Wang , Lin F. Yang

Many computer vision problems can be posed as learning a low-dimensional subspace from high dimensional data. The low rank matrix factorization (LRMF) represents a commonly utilized subspace learning strategy. Most of the current LRMF…

Computer Vision and Pattern Recognition · Computer Science 2016-09-21 Xiangyong Cao , Qian Zhao , Deyu Meng , Yang Chen , Zongben Xu

Convex regression (CR) problem deals with fitting a convex function to a finite number of observations. It has many applications in various disciplines, such as statistics, economics, operations research, and electrical engineering.…

Optimization and Control · Mathematics 2014-09-24 Necdet Serhat Aybat , Zi Wang

In this paper, we aim at learning simultaneously a discriminative dictionary and a robust projection matrix from noisy data. The joint learning, makes the learned projection and dictionary a better fit for each other, so a more accurate…

Computer Vision and Pattern Recognition · Computer Science 2016-12-07 Homa Foroughi , Nilanjan Ray , Hong Zhang

We consider the question of learning $Q$-function in a sample efficient manner for reinforcement learning with continuous state and action spaces under a generative model. If $Q$-function is Lipschitz continuous, then the minimal sample…

Machine Learning · Computer Science 2020-06-12 Devavrat Shah , Dogyoon Song , Zhi Xu , Yuzhe Yang

State-of-the-art language models (LMs) represented by long-short term memory recurrent neural networks (LSTM-RNNs) and Transformers are becoming increasingly complex and expensive for practical applications. Low-bit neural network…

Computation and Language · Computer Science 2021-12-22 Junhao Xu , Jianwei Yu , Shoukang Hu , Xunying Liu , Helen Meng

Quantile regression is the task of estimating a specified percentile response, such as the median, from a collection of known covariates. We study quantile regression with rectified linear unit (ReLU) neural networks as the chosen model…

Statistics Theory · Mathematics 2020-12-21 Oscar Hernan Madrid Padilla , Wesley Tansey , Yanzhen Chen

This paper proposes an efficient algorithm (HOLRR) to handle regression tasks where the outputs have a tensor structure. We formulate the regression problem as the minimization of a least square criterion under a multilinear rank…

Machine Learning · Computer Science 2016-02-23 Guillaume Rabusseau , Hachem Kadri

One of the most important problems in regression-based error model is modeling the complex representation error caused by various corruptions and environment changes in images. For example, in robust face recognition, images are often…

Computer Vision and Pattern Recognition · Computer Science 2020-09-24 Miaohua Zhang , Yongsheng Gao , Jun Zhou

In this paper we study the problem of recovering a low-rank matrix from a number of random linear measurements that are corrupted by outliers taking arbitrary values. We consider a nonsmooth nonconvex formulation of the problem, in which we…

Information Theory · Computer Science 2019-07-16 Xiao Li , Zhihui Zhu , Anthony Man-Cho So , Rene Vidal

This paper provides a statistical analysis of high-dimensional batch Reinforcement Learning (RL) using sparse linear function approximation. When there is a large number of candidate features, our result sheds light on the fact that…

Machine Learning · Computer Science 2020-11-10 Botao Hao , Yaqi Duan , Tor Lattimore , Csaba Szepesvári , Mengdi Wang