Related papers: Tractable Ridge Regression for Paired Comparisons
In a wide class of paired comparisons, especially in the sports games, in which all subjects are divided into several groups, the intragroup comparisons are dense and the intergroup comparisons are sparse. Typical examples include the NFL…
Pairwise learning or dyadic prediction concerns the prediction of properties for pairs of objects. It can be seen as an umbrella covering various machine learning problems such as matrix completion, collaborative filtering, multi-task…
In projection pursuit regression (PPR), an unknown response function is approximated by the sum of M "ridge functions," which are flexible functions of one-dimensional projections of a multivariate input space. Traditionally, optimization…
We consider the problem of constructing an adaptive bridge regression modeling, which is a penalized procedure by imposing different weights to different coefficients in the bridge penalty term. A crucial issue in the modeling process is…
Random forest (RF) methodology is one of the most popular machine learning techniques for prediction problems. In this article, we discuss some cases where random forests may suffer and propose a novel generalized RF method, namely…
We apply methods of tropical optimization to handle problems of rating alternatives on the basis of the log-Chebyshev approximation of pairwise comparison matrices. We derive a direct solution in a closed form, and investigate the obtained…
Multivariate regression is a widespread computational technique that may give meaningless results if the explanatory variables are too numerous or highly collinear. Tikhonov regularization, or ridge regression, is a popular approach to…
We present pairwise fairness metrics for ranking models and regression models that form analogues of statistical fairness notions such as equal opportunity, equal accuracy, and statistical parity. Our pairwise formulation supports both…
Ridge regression is a well established regression estimator which can conveniently be adapted for classification problems. One compelling reason is probably the fact that ridge regression emits a closed-form solution thereby facilitating…
Ridge regression with random coefficients provides an important alternative to fixed coefficients regression in high dimensional setting when the effects are expected to be small but not zeros. This paper considers estimation and prediction…
Pairwise comparison data are widely used to infer latent rankings in areas such as sports, social choice, and machine learning. The Bradley-Terry model provides a foundational probabilistic framework but inherently assumes transitive…
In this study, we consider unsupervised clustering of categorical vectors that can be of different size using mixture. We use likelihood maximization to estimate the parameters of the underlying mixture model and a penalization technique to…
Penalized likelihood approaches are widely used for high-dimensional regression. Although many methods have been proposed and the associated theory is now well-developed, the relative efficacy of different approaches in finite-sample…
This article presents a holistic compound Poisson regression model framework to forecast number of corner kicks taken in association football. Corner kick taken events are often decisive in the match outcome and inherently arrive in batch…
We study a tropical linear regression problem consisting in finding the best approximation of a set of points by a tropical hyperplane. We establish a strong duality theorem, showing that the value of this problem coincides with the maximal…
Imputing missing potential outcomes using an estimated regression function is a natural idea for estimating causal effects. In the literature, estimators that combine imputation and regression adjustments are believed to be comparable to…
Subsampling is a popular approach to alleviating the computational burden for analyzing massive datasets. Recent efforts have been devoted to various statistical models without explicit regularization. In this paper, we develop an efficient…
We propose an approach to reduce the bias of ridge regression and regularization kernel network. When applied to a single data set the new algorithms have comparable learning performance with the original ones. When applied to incremental…
This paper presents a novel framework for evaluating players in association football (soccer). Our method uses possession sequences, i.e. sequences of consecutive on-ball actions, for deriving estimates for player strengths. On the surface,…
This article is concerned with the Bridge Regression, which is a special family in penalized regression with penalty function $\sum_{j=1}^{p}|\beta_j|^q$ with $q>0$, in a linear model with linear restrictions. The proposed restricted bridge…