Related papers: Scalable Kernel Quantile Regression: A Preconditio…
Multiple kernel methods less consider the intrinsic manifold structure of multiple kernel data and estimate the consensus kernel matrix with quadratic number of variables, which makes it vulnerable to the noise and outliers within multiple…
Due to the presence of the natural gap between Knowledge Graph (KG) structures and the natural language, the effective integration of holistic structural information of KGs with Large Language Models (LLMs) has emerged as a significant…
This study introduces and evaluates the Quantile Regressor Tree (QRT), a novel methodology merging the robust characteristics of quantile regression with the versatility of decision trees. The quantile regressor tree introduces…
We propose several approaches for solving differential equations (DEs) with quantum kernel methods. We compose quantum models as weighted sums of kernel functions, where variables are encoded using feature maps and model derivatives are…
In a recent work (arXiv-DOI: 1804.08072v1) we introduced the Modified Augmented Lagrangian Method (MALM) for the efficient minimization of objective functions with large quadratic penalty terms. From MALM there results an optimality…
Given a dissimilarity matrix, the metric nearness problem is to find the nearest matrix of distances that satisfy the triangle inequalities. This problem has wide applications, such as sensor networks, image processing, and so on. But it is…
Linear Regression is a seminal technique in statistics and machine learning, where the objective is to build linear predictive models between a response (i.e., dependent) variable and one or more predictor (i.e., independent) variables. In…
We address the problem of how to achieve optimal inference in distributed quantile regression without stringent scaling conditions. This is challenging due to the non-smooth nature of the quantile regression (QR) loss function, which…
Kernel ridge regression, KRR, is a generalization of linear ridge regression that is non-linear in the data, but linear in the model parameters. Here, we introduce an equivalent formulation of the objective function of KRR, which opens up…
Most recently, He and Yuan [arXiv:2108.08554, 2021] have proposed a balanced augmented Lagrangian method (ALM) for the canonical convex programming problem with linear constraints, which advances the original ALM by balancing its…
This paper introduces a new framework for multivariate quantile regression based on the multivariate distribution function, termed multivariate quantile regression (MQR). In contrast to existing approaches--such as directional quantiles,…
We study linear quantile regression models when regressors and/or dependent variable are not directly observed but estimated in an initial first step and used in the second step quantile regression for estimating the quantile parameters.…
Local convergence analysis of the augmented Lagrangian method (ALM) is established for a large class of composite optimization problems with nonunique Lagrange multipliers under a second-order sufficient condition. We present a new…
Kernel methods are an incredibly popular technique for extending linear models to non-linear problems via a mapping to an implicit, high-dimensional feature space. While kernel methods are computationally cheaper than an explicit feature…
Large Language Models (LLMs) present significant deployment challenges due to their immense size and computational requirements. Model compression techniques are essential for making these models practical for resource-constrained…
Functional regression is very crucial in functional data analysis and a linear relationship between scalar response and functional predictor is often assumed. However, the linear assumption may not hold in practice, which makes the methods…
Quadratic regression (QR) models naturally extend linear models by considering interaction effects between the covariates. To conduct model selection in QR, it is important to maintain the hierarchical model structure between main effects…
The augmented Lagrangiam method (ALM), widely used in quantum chemistry constrained optimization problems, is applied in the context of the nuclear Density Functional Theory (DFT) in the self-consistent constrained Skyrme…
Today, large language models have demonstrated their strengths in various tasks ranging from reasoning, code generation, and complex problem solving. However, this advancement comes with a high computational cost and memory requirements,…
We propose a novel framework for fitting additive quantile regression models, which provides well calibrated inference about the conditional quantiles and fast automatic estimation of the smoothing parameters, for model structures as…