Related papers: Highly Adaptive Ridge
Big data can easily be contaminated by outliers or contain variables with heavy-tailed distributions, which makes many conventional methods inadequate. To address this challenge, we propose the adaptive Huber regression for robust…
Kernel methods for deconvolution have attractive features, and prevail in the literature. However, they have disadvantages, which include the fact that they are usually suitable only for cases where the error distribution is infinitely…
The StochAstic Recursive grAdient algoritHm (SARAH) algorithm is a variance reduced variant of the Stochastic Gradient Descent (SGD) algorithm that needs a gradient of the objective function from time to time. In this paper, we remove the…
I propose kernel ridge regression estimators for nonparametric dose response curves and semiparametric treatment effects in the setting where an analyst has access to a selected sample rather than a random sample; only for select…
Graph Neural Networks (GNNs) often suffer from degree bias in node classification tasks, where prediction performance varies across nodes with different degrees. Several approaches, which adopt Graph Contrastive Learning (GCL), have been…
This paper introduces an iterative algorithm for training nonparametric additive models that enjoys favorable memory storage and computational requirements. The algorithm can be viewed as the functional counterpart of stochastic gradient…
In this paper, we analyze the spatial information of deep features, and propose two complementary regressions for robust visual tracking. First, we propose a kernelized ridge regression model wherein the kernel value is defined as the…
The increasing complexity of modern applications demands wireless networks capable of real time adaptability and efficient resource management. The Open Radio Access Network (O-RAN) architecture, with its RAN Intelligent Controller (RIC)…
The classical kernel ridge regression problem aims to find the best fit for the output $Y$ as a function of the input data $X\in \mathbb{R}^d$, with a fixed choice of regularization term imposed by a given choice of a reproducing kernel…
Recently, high-dimensional heterogeneous data have attracted a lot of attention and discussion. Under heterogeneity, semiparametric regression is a popular choice to model data in statistics. In this paper, we take advantages of expectile…
One of the main problems studied in statistics is the fitting of models. Ideally, we would like to explain a large dataset with as few parameters as possible. There have been numerous attempts at automatizing this process. Most notably, the…
We introduce a trimmed version of the Hill estimator for the index of a heavy-tailed distribution, which is robust to perturbations in the extreme order statistics. In the ideal Pareto setting, the estimator is essentially finite-sample…
Features in predictive models are not exchangeable, yet common supervised models treat them as such. Here we study ridge regression when the analyst can partition the features into $K$ groups based on external side-information. For example,…
This paper develops a new scalable sparse Cox regression tool for sparse high-dimensional massive sample size (sHDMSS) survival data. The method is a local $L_0$-penalized Cox regression via repeatedly performing reweighted $L_2$-penalized…
We focus on the nonparametric density estimation problem with directional data. We propose a new rule for bandwidth selection for kernel density estimation. Our procedure is automatic, fully data-driven and adaptive to the smoothness degree…
High-order semi-Lagrangian methods for kinetic equations have been under rapid development in the past few decades. In this work, we propose a semi-Lagrangian adaptive rank (SLAR) integrator in the finite difference framework for linear…
We apply methods from randomized numerical linear algebra (RandNLA) to develop improved algorithms for the analysis of large-scale time series data. We first develop a new fast algorithm to estimate the leverage scores of an autoregressive…
Learning high-quality oblique decision trees remains a significant challenge due to the discrete and non-convex nature of split optimization. We present the Hinge Regression Tree (HRT) framework, which reframes each oblique split as a…
We investigate the feature compression of high-dimensional ridge regression using the optimal subsampling technique. Specifically, based on the basic framework of random sampling algorithm on feature for ridge regression and the A-optimal…
This paper introduces a new type of regression methodology named as Convex-Area-Wise Linear Regression(CALR), which separates given datasets by disjoint convex areas and fits different linear regression models for different areas. This…