Related papers: Beyond Least Squares: Robust Regression Transforme…

This article considers algorithmic and statistical aspects of linear regression when the correspondence between the covariates and the responses is unknown. First, a fully polynomial-time approximation scheme is given for the natural least…

Policy-gradient methods are widely used in reinforcement learning, yet training often becomes unstable or slows down as learning progresses. We study this phenomenon through the noise-to-signal ratio (NSR) of a policy-gradient estimator,…

With the rapid increase in the size of neural networks, model compression has become an important area of research. Quantization is an effective technique at decreasing the model size, memory access, and compute load of large models.…

Solving linear regression problems based on the total least-squares (TLS) criterion has well-documented merits in various applications, where perturbations appear both in the data vector as well as in the regression matrix. However,…

Variable selection in linear models plays a pivotal role in modern statistics. Hard-thresholding methods such as $l_0$ regularization are theoretically ideal but computationally infeasible. In this paper, we propose a new approach, called…

In other FICO Technical Papers, I have shown how to fit Generalized Additive Models (GAM) with shape constraints using quadratic programming applied to B-Spline component functions. In this paper, I extend the method to Robust Least Squares…

This paper investigates the optimality analysis of the recursive least-squares (RLS) algorithm for autoregressive systems with exogenous inputs (ARX systems). A key challenge in analyzing is managing the potential unboundedness of the…

This paper proposes a novel robust reinforcement learning framework for discrete-time linear systems with model mismatch that may arise from the sim-to-real gap. A key strategy is to invoke advanced techniques from control theory. Using the…

We investigate practical algorithms to find or disprove the existence of small subsets of a dataset which, when removed, reverse the sign of a coefficient in an ordinary least squares regression involving that dataset. We empirically study…

We consider the case when a set of spatially distributed sensors make local observations which are noisy versions of a signal of interest. Each sensor transmits compressed information about its measurements to the fusion center which should…

When the input signal is correlated input signals, and the input and output signal is contaminated by Gaussian noise, the total least squares normalized subband adaptive filter (TLS-NSAF) algorithm shows good performance. However, when it…

A class of recovering algorithms for 1-bit compressive sensing (CS) named Soft Consistency Reconstructions (SCRs) are proposed. Recognizing that CS recovery is essentially an optimization problem, we endeavor to improve the characteristics…

The objective of this work is to improve the accuracy of building demand forecasting. This is a more challenging task than grid level forecasting. For the said purpose, we develop a new technique called recurrent transform learning (RTL).…

A new technique for nonparametric regression of multichannel signals is presented. The technique is based on the use of the Rational-Dilation Wavelet Transform (RADWT), equipped with a tunable Q-factor able to provide sparse representations…

We consider the problem of training a model under the presence of label noise. Current approaches identify samples with potentially incorrect labels and reduce their influence on the learning process by either assigning lower weights to…

Time series forecasting relies on predicting future values from historical data, yet most state-of-the-art approaches-including transformer and multilayer perceptron-based models-optimize using Mean Squared Error (MSE), which has two…

While deep learning models have shown remarkable performance in various tasks, they are susceptible to learning non-generalizable spurious features rather than the core features that are genuinely correlated to the true label. In this…

While neural networks have made significant strides in many AI tasks, they remain vulnerable to a range of noise types, including natural corruptions, adversarial noise, and low-resolution artifacts. Many existing approaches focus on…

In this paper, the estimation of parameters in the harmonic regression with cyclically dependent errors is addressed. Asymptotic properties of the least-squares estimates are analyzed by simulation experiments. By numerical simulation, we…

Modern speech enhancement algorithms achieve remarkable noise suppression by means of large recurrent neural networks (RNNs). However, large RNNs limit practical deployment in hearing aid hardware (HW) form-factors, which are battery…