Related papers: Scalable Kernel Quantile Regression: A Preconditio…
In this work we describe an Adaptive Regularization using Cubics (ARC) method for large-scale nonconvex unconstrained optimization using Limited-memory Quasi-Newton (LQN) matrices. ARC methods are a relatively new family of optimization…
In most adaptive signal processing applications, system linearity is assumed and adaptive linear filters are thus used. The traditional class of supervised adaptive filters rely on error-correction learning for their adaptive capability.…
Kernel methods have been extensively utilized in machine learning for classification and prediction tasks due to their ability to capture complex non-linear data patterns. However, single kernel approaches are inherently limited, as they…
Quantum reinforcement learning (QRL) has emerged as a framework to solve sequential decision-making tasks, showcasing empirical quantum advantages. A notable development is through quantum recurrent neural networks (QRNNs) for…
This paper presents a method for building a preconditioner for a kernel ridge regression problem, where the preconditioner is not only effective in its ability to reduce the condition number substantially, but also efficient in its…
Post-training quantization of Large Language Models (LLMs) is challenging. In this work, we introduce Low-rank Quantization Error Reduction (LQER), which combines quantization and low-rank approximation to recover the model capability. LQER…
Predictive Maintenance (PdM) is pivotal in Industry 4.0 and 5.0, proactively enhancing efficiency through accurate equipment Remaining Useful Life (RUL) prediction, thus optimizing maintenance scheduling and reducing unexpected failures and…
We propose a calibrated multivariate regression method named CMR for fitting high dimensional multivariate regression models. Compared with existing methods, CMR calibrates regularization for each regression task with respect to its noise…
Predicting loan eligibility with high accuracy remains a significant challenge in the finance sector. Accurate predictions enable financial institutions to make informed decisions, mitigate risks, and effectively adapt services to meet…
Retrieval-Augmented Generation (RAG) mitigates hallucination in Large Language Models (LLMs) by incorporating external data, with Knowledge Graphs (KGs) offering crucial information for question answering. Traditional Knowledge Graph…
Due to the dynamic nature of financial markets, maintaining models that produce precise predictions over time is difficult. Often the goal isn't just point prediction but determining uncertainty. Quantifying uncertainty, especially the…
In this paper, we consider high-dimensional Lp-quantile regression which only requires a low order moment of the error and is also a natural generalization of the above methods and Lp-regression as well. The loss function of Lp-quantile…
This paper presents a novel predictive maintenance framework centered on Enhanced Quantile Regression Neural Networks EQRNNs, for anticipating system failures in industrial robotics. We address the challenge of early failure detection…
Quantum kernel methods (QKMs) have emerged as a prominent framework for supervised quantum machine learning. Unlike variational quantum algorithms, which rely on gradient-based optimisation and may suffer from issues such as barren…
Efficient representations of the Hamiltonian such as double factorization drastically reduce circuit depth or number of repetitions in error corrected and noisy intermediate scale quantum (NISQ) algorithms for chemistry. We report a…
We propose an inexact proximal augmented Lagrangian method (P-ALM) for nonconvex structured optimization problems. The proposed method features an easily implementable rule not only for updating the penalty parameters, but also for…
Recent advances in large language models (LLMs) have increasingly relied on reinforcement learning (RL) to improve their reasoning capabilities. Three types of approaches have been widely adopted: The first relies on a deep neural network…
Linear regression is a widely used technique to fit linear models and finds widespread applications across different areas such as machine learning and statistics. In most real-world scenarios, however, linear regression problems are often…
Distributional reinforcement learning (DRL) extends the value-based approach by approximating the full distribution over future returns instead of the mean only, providing a richer signal that leads to improved performances. Quantile…
It is known that the estimating equations for quantile regression (QR) can be solved using an EM algorithm in which the M-step is computed via weighted least squares, with weights computed at the E-step as the expectation of independent…