相关论文: Ridge Regression with Frequent Directions: Statist…

Towards a safe and comfortable driving, road scene segmentation is a rudimentary problem in camera-based advance driver assistance systems (ADAS). Despite of the great achievement of Convolutional Neural Networks (CNN) for semantic…

While SGD, which samples from the data with replacement is widely studied in theory, a variant called Random Reshuffling (RR) is more common in practice. RR iterates through random permutations of the dataset and has been shown to converge…

Regularization for optimization is a crucial technique to avoid overfitting in machine learning. In order to obtain the best performance, we usually train a model by tuning the regularization parameters. It becomes costly, however, when a…

Separation in logistic regression is a common problem causing failure of the iterative estimation process when finding maximum likelihood estimates. Firth's correction (FC) was proposed as a solution, providing estimates also in presence of…

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…

Logistic regression is a ubiquitous method for probabilistic classification. However, the effectiveness of logistic regression depends upon careful and relatively computationally expensive tuning, especially for the regularisation…

Estimators in statistics and machine learning must typically trade off between efficiency, having low variance for a fixed target, and distributional robustness, such as multiaccuracy, or having low bias over a range of possible targets. In…

Neural Radiance Fields (NeRF) have achieved remarkable progress in neural rendering. Extracting geometry from NeRF typically relies on the Marching Cubes algorithm, which uses a hand-crafted threshold to define the level set. However, this…

The study on the implicit regularization induced by gradient-based optimization is a longstanding pursuit. In the present paper, we characterize the implicit regularization of momentum gradient descent (MGD) with early stopping by comparing…

Random forests are a very effective and commonly used statistical method, but their full theoretical analysis is still an open problem. As a first step, simplified models such as purely random forests have been introduced, in order to shed…

Two widely used randomized algorithms are the sketch-and-solve method for least-squares regression and the randomized SVD for low-rank approximation. These algorithms apply a random embedding to compress a target matrix, and they perform…

We discuss estimation and inference of conditional treatment effects in regression discontinuity (RD) designs with multiple scores. In addition to local linear regressions and the minimax-optimal estimator more recently proposed by Imbens…

In empirical risk optimization, it has been observed that stochastic gradient implementations that rely on random reshuffling of the data achieve better performance than implementations that rely on sampling the data uniformly. Recent works…

Under mild assumptions stochastic gradient methods asymptotically achieve an optimal rate of convergence if the arithmetic mean of all iterates is returned as an approximate optimal solution. However, in the absence of stochastic noise, the…

In this paper, we introduce a fast row-stochastic decentralized algorithm, referred to as FRSD, to solve consensus optimization problems over directed communication graphs. The proposed algorithm only utilizes row-stochastic weights,…

We propose a fast algorithm for computing the entire ridge regression regularization path in nearly linear time. Our method constructs a basis on which the solution of ridge regression can be computed instantly for any value of the…

There is a growing interest in using robust control theory to analyze and design optimization and machine learning algorithms. This paper studies a class of nonconvex optimization problems whose cost functions satisfy the so-called…

While shrinkage is essential in high-dimensional settings, its use for low-dimensional regression-based prediction has been debated. It reduces variance, often leading to improved prediction accuracy. However, it also inevitably introduces…

Fractional learning algorithms are trending in signal processing and adaptive filtering recently. However, it is unclear whether the proclaimed superiority over conventional algorithms is well-grounded or is a myth as their performance has…

Fitting linear regression models can be computationally very expensive in large-scale data analysis tasks if the sample size and the number of variables are very large. Random projections are extensively used as a dimension reduction tool…