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Is it possible to perform linear regression on datasets whose labels are shuffled with respect to the inputs? We explore this question by proposing several estimators that recover the weights of a noisy linear model from labels that are…

Machine Learning · Statistics 2017-05-05 Abubakar Abid , Ada Poon , James Zou

This paper considers the sparse recovery with shuffled labels, i.e., $\by = \bPitrue \bX \bbetatrue + \bw$, where $\by \in \RR^n$, $\bPi\in \RR^{n\times n}$, $\bX\in \RR^{n\times p}$, $\bbetatrue\in \RR^p$, $\bw \in \RR^n$ denote the…

Information Theory · Computer Science 2023-03-21 Hang Zhang , Ping Li

Linear regression with shuffled labels and with a noisy latent design matrix arises in many correspondence recovery problems. We propose a total least-squares approach to the problem of estimating the underlying true permutation and provide…

Statistics Theory · Mathematics 2022-09-05 Qian Wang , Daniel Sussman

This paper studies the problem of shuffled linear regression, where the correspondence between predictors and responses in a linear model is obfuscated by a latent permutation. Specifically, we consider the model $y = \Pi_* X \beta_* + w$,…

Statistics Theory · Mathematics 2024-02-16 Leon Lufkin , Yihong Wu , Jiaming Xu

The assumption that response and predictor belong to the same statistical unit may be violated in practice. Unbiased estimation and recovery of true label ordering based on unlabeled data are challenging tasks and have attracted increasing…

Methodology · Statistics 2022-06-24 Guanhua Fang , Ping Li

Mixed linear regression involves the recovery of two (or more) unknown vectors from unlabeled linear measurements; that is, where each sample comes from exactly one of the vectors, but we do not know which one. It is a classic problem, and…

Machine Learning · Statistics 2014-02-10 Xinyang Yi , Constantine Caramanis , Sujay Sanghavi

We consider the problem of inference in a linear regression model in which the relative ordering of the input features and output labels is not known. Such datasets naturally arise from experiments in which the samples are shuffled or…

Machine Learning · Statistics 2018-04-04 Abubakar Abid , James Zou

Under label shift, the label distribution p(y) might change but the class-conditional distributions p(x|y) do not. There are two dominant approaches for estimating the label marginal. BBSE, a moment-matching approach based on confusion…

Machine Learning · Computer Science 2020-10-20 Saurabh Garg , Yifan Wu , Sivaraman Balakrishnan , Zachary C. Lipton

In this work, we aim to calibrate the score outputs of an estimator for the binary classification problem by finding an 'optimal' mapping to class probabilities, where the 'optimal' mapping is in the sense that minimizes the classification…

Machine Learning · Computer Science 2021-08-20 Kaan Gokcesu , Hakan Gokcesu

Shuffled linear regression (SLR) seeks to estimate latent features through a linear transformation, complicated by unknown permutations in the measurement dimensions. This problem extends traditional least-squares (LS) and Least Absolute…

Statistics Theory · Mathematics 2025-04-17 Hang Liu , Anna Scaglione

We study a regression problem where for some part of the data we observe both the label variable ($Y$) and the predictors (${\bf X}$), while for other part of the data only the predictors are given. Such a problem arises, for example, when…

Statistics Theory · Mathematics 2021-04-14 David Azriel , Lawrence D. Brown , Michael Sklar , Richard Berk , Andreas Buja , Linda Zhao

Consider a noisy linear observation model with an unknown permutation, based on observing $y = \Pi^* A x^* + w$, where $x^* \in \mathbb{R}^d$ is an unknown vector, $\Pi^*$ is an unknown $n \times n$ permutation matrix, and $w \in…

Statistics Theory · Mathematics 2016-08-10 Ashwin Pananjady , Martin J. Wainwright , Thomas A. Courtade

Linear regression studies the problem of estimating a model parameter $\beta^* \in \mathbb{R}^p$, from $n$ observations $\{(y_i,\mathbf{x}_i)\}_{i=1}^n$ from linear model $y_i = \langle \mathbf{x}_i,\beta^* \rangle + \epsilon_i$. We…

Machine Learning · Statistics 2015-05-14 Xinyang Yi , Zhaoran Wang , Constantine Caramanis , Han Liu

We propose a rate optimal estimator for the linear regression model on network data with interacted (unobservable) individual effects. The estimator achieves a faster rate of convergence $N$ compared to the standard estimators' $\sqrt{N}$…

Econometrics · Economics 2023-04-26 Yassine Sbai Sassi

We propose to solve a label ranking problem as a structured output regression task. We adopt a least square surrogate loss approach that solves a supervised learning problem in two steps: the regression step in a well-chosen feature space…

Machine Learning · Statistics 2018-07-09 Anna Korba , Alexandre Garcia , Florence d'Alché Buc

In this work, we propose a mean-squared error-based risk that enables the comparison and optimization of estimators of squared calibration errors in practical settings. Improving the calibration of classifiers is crucial for enhancing the…

Machine Learning · Computer Science 2025-02-24 Sebastian G. Gruber , Francis Bach

Given data ${\rm X}\in\mathbb{R}^{n\times d}$ and labels $\mathbf{y}\in\mathbb{R}^{n}$ the goal is find $\mathbf{w}\in\mathbb{R}^d$ to minimize $\Vert{\rm X}\mathbf{w}-\mathbf{y}\Vert^2$. We give a polynomial algorithm that, \emph{oblivious…

Machine Learning · Computer Science 2023-05-15 Alex Gittens , Malik Magdon-Ismail

We revisit heavy-tailed corrupted least-squares linear regression assuming to have a corrupted $n$-sized label-feature sample of at most $\epsilon n$ arbitrary outliers. We wish to estimate a $p$-dimensional parameter $b^*$ given such…

Statistics Theory · Mathematics 2022-09-08 Roberto I. Oliveira , Zoraida F. Rico , Philip Thompson

We consider the problem of estimating how well a model class is capable of fitting a distribution of labeled data. We show that it is often possible to accurately estimate this "learnability" even when given an amount of data that is too…

Machine Learning · Computer Science 2019-03-26 Weihao Kong , Gregory Valiant

Recalibrating probabilistic classifiers is vital for enhancing the reliability and accuracy of predictive models. Despite the development of numerous recalibration algorithms, there is still a lack of a comprehensive theory that integrates…

Machine Learning · Computer Science 2023-05-19 Zeyu Sun , Dogyoon Song , Alfred Hero
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