Related papers: Ridge Estimation with Nonlinear Transformations

This paper studies the approximation of generalized ridge functions, namely of functions which are constant along some submanifolds of $\mathbb{R}^N$. We introduce the notion of linear-sleeve functions, whose function values only depend on…

We propose a natural intrinsic extension of ridge regression from Euclidean spaces to general Riemannian manifolds for time-series prediction. Our approach combines Riemannian least-squares fitting via B\'ezier curves, empirical covariance…

We consider a problem of manifold estimation from noisy observations. Many manifold learning procedures locally approximate a manifold by a weighted average over a small neighborhood. However, in the presence of large noise, the assigned…

The generalization performance of kernel ridge regression (KRR) exhibits a multi-phased pattern that crucially depends on the scaling relationship between the sample size $n$ and the underlying dimension $d$. This phenomenon is due to the…

Random projections (RP) are a popular tool for reducing dimensionality while preserving local geometry. In many applications the data set to be projected is given to us in advance, yet the current RP techniques do not make use of…

While shrinkage is essential in high-dimensional settings, its use for low-dimensional regression-based prediction has been debated. It reduces variance, often leading to improved prediction accuracy. However, it also inevitably introduces…

Establishing a theoretical analysis that explains why deep learning can outperform shallow learning such as kernel methods is one of the biggest issues in the deep learning literature. Towards answering this question, we evaluate excess…

We study $\perp$Grad, a geometry-aware modification to gradient-based optimization that constrains descent directions to address overconfidence, a key limitation of standard optimizers in uncertainty-critical applications. By enforcing…

Decisions are increasingly taken by both humans and machine learning models. However, machine learning models are currently trained for full automation -- they are not aware that some of the decisions may still be taken by humans. In this…

Pretraining methods are typically compared by evaluating the accuracy of linear classifiers, transfer learning performance, or visually inspecting the representation manifold's (RM) lower-dimensional projections. We show that the…

Regression models usually tend to recover a noisy signal in the form of a combination of regressors, also called features in machine learning, themselves being the result of a learning process.The alignment of the prior covariance feature…

Random forests are considered one of the best out-of-the-box classification and regression algorithms due to their high level of predictive performance with relatively little tuning. Pairwise proximities can be computed from a trained…

We study the non-parametric estimation of an unknown density f with support on R+ based on an i.i.d. sample with multiplicative measurement errors. The proposed fully-data driven procedure consists of the estimation of the Mellin transform…

Unlike the ordinary least-squares (OLS) estimator for the linear model, a ridge regression linear model provides coefficient estimates via shrinkage, usually with improved mean-square and prediction error. This is true especially when the…

Precision matrix estimation is a cornerstone concept in statistics, economics, and finance. Despite advances in recent years, estimation methods that are simultaneously (i) dense, (ii) consistent, and (iii) model-free are lacking. While…

This paper analyzes the possibilities of using the generalized ridge regression to mitigate multicollinearity in a multiple linear regression model. For this purpose, we obtain the expressions for the estimated variance, the coefficient of…

Function approximation has been an indispensable component in modern reinforcement learning algorithms designed to tackle problems with large state spaces in high dimensions. This paper reviews recent results on error analysis for these…

In this work, we demonstrate the advantage of the pGMM (``powered generalized min-max'') kernel in the context of (ridge) regression. In recent prior studies, the pGMM kernel has been extensively evaluated for classification tasks, for…

Kernel Ridge Regression (KRR) is a simple yet powerful technique for non-parametric regression whose computation amounts to solving a linear system. This system is usually dense and highly ill-conditioned. In addition, the dimensions of the…

It is difficult to collect data on a large scale in a monocular depth estimation because the task requires the simultaneous acquisition of RGB images and depths. Data augmentation is thus important to this task. However, there has been…