Related papers: On-line predictive linear regression
We study the problem of estimating the parameters of a regression model from a set of observations, each consisting of a response and a predictor. The response is assumed to be related to the predictor via a regression model of unknown…
Multiple linear regression is a basic statistical tool, yielding a prediction formula with the input variables, slopes, and an intercept. But is it really easy to see which terms have the largest effect, or to explain why the prediction of…
We study online linear regression problems in a distributed setting, where the data is spread over a network. In each round, each network node proposes a linear predictor, with the objective of fitting the \emph{network-wide} data. It then…
Modern applications require methods that are computationally feasible on large datasets but also preserve statistical efficiency. Frequently, these two concerns are seen as contradictory: approximation methods that enable computation are…
Having a regression model, we are interested in finding two-sided intervals that are guaranteed to contain at least a desired proportion of the conditional distribution of the response variable given a specific combination of predictors. We…
Distributed statistical learning problems arise commonly when dealing with large datasets. In this setup, datasets are partitioned over machines, which compute locally, and communicate short messages. Communication is often the bottleneck.…
Online learning methods yield sequential regret bounds under minimal assumptions and provide in-expectation risk bounds for statistical learning. However, despite the apparent advantage of online guarantees over their statistical…
The recent decade has seen an enormous rise in the popularity of deep learning and neural networks. These algorithms have broken many previous records and achieved remarkable results. Their outstanding performance has significantly sped up…
We study a theoretical and algorithmic framework for structured prediction in the online learning setting. The problem of structured prediction, i.e. estimating function where the output space lacks a vectorial structure, is well studied in…
The paper introduces a new estimation method for the standard linear regression model. The procedure is not driven by the optimisation of any objective function rather, it is a simple weighted average of slopes from observation pairs. The…
The emerging field of learning-augmented online algorithms uses ML techniques to predict future input parameters and thereby improve the performance of online algorithms. Since these parameters are, in general, real-valued functions, a…
Performance estimation aims at estimating the loss that a predictive model will incur on unseen data. These procedures are part of the pipeline in every machine learning project and are used for assessing the overall generalisation ability…
Linear approximations to the decision boundary of a complex model have become one of the most popular tools for interpreting predictions. In this paper, we study such linear explanations produced either post-hoc by a few recent methods or…
Concerning bivariate least squares linear regression, the classical approach pursued for functional models in earlier attempts is reviewed using a new formalism in terms of deviation (matrix) traces. Within the framework of classical error…
Conformal prediction is a framework for uncertainty quantification that constructs prediction sets for previously unseen data, guaranteeing coverage of the true label with a specified probability. However, the efficiency of these prediction…
Conformal prediction is a technique for constructing prediction intervals that attain valid coverage in finite samples, without making distributional assumptions. Despite this appeal, existing conformal methods can be unnecessarily…
Consider a linear regression model with independent and identically normally distributed random errors. Suppose that the parameter of interest is a specified linear combination of the regression parameters. We prove that the usual…
Sparse regression has been a popular approach to perform variable selection and enhance the prediction accuracy and interpretability of the resulting statistical model. Existing approaches focus on offline regularized regression, while the…
Traditional learning systems have responded quickly to the COVID pandemic and moved to online or distance learning. Online learning requires a personalization method because the interaction between learners and instructors is minimal, and…
Performative prediction is an emerging paradigm in machine learning that addresses scenarios where the model's prediction may induce a shift in the distribution of the data it aims to predict. Current works in this field often rely on…