Research
On-device research index

arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

169,051 papers · 148 categories

Trend · papers per month

1234 · Jan 202019922001200920182026
40 results for MLR

We implemented several multilabel classification algorithms in the machine learning package mlr. The implemented methods are binary relevance, classifier chains, nested stacking, dependent binary relevance and stacking, which can be used with any base learner that is accessible in mlr. Moreover, there is access to the …

2017-03-27abs ↗pdf ↗

Optimal Biweight kernel and computationally efficient Epanechnikov kernel for modal linear regression.

problem Finding the best kernel for modal linear regression.
method Refined analysis of asymptotic statistical behavior and IRLS algorithm convergence.
result Biweight kernel minimizes asymptotic mean squared error, Epanechnikov kernel guarantees IRLS convergence.

This paper tackles fitting multilevel low rank matrices by addressing three problems.

problem Fitting a given matrix by an MLR matrix in the Frobenius norm.
method Factor fitting, rank allocation, and hierarchical partitioning.
result The proposed methods can fit a given matrix by an MLR matrix in the Frobenius norm.

Algorithm learns mixtures of linear regressions in subexponential time.

problem Learning mixtures of linear regressions with high accuracy.
method Fourier moment descent method using univariate density estimation and low-degree moments of Fourier transforms.
result First algorithm for learning MLRs in subexponential time.

Proposes a new stochastic optimization method for MLR models.

problem Slow convergence of SGD in big data scenarios.
method Dual Stochastic Natural Gradient Descent (DNSGD) based on manifold optimization.
result DNSGD converges and has linear computational complexity.

Paper tackles MLR prediction error without assuming realizable models.

problem Prediction error in mixture of linear regressions without realizable assumptions.
method Developed algorithms for list-decoding MLR predictions and minimized empirical risk.
result Alternating minimization algorithm finds best fit lines in non-realizable settings.

Near-optimal private tests for simple and MLR hypotheses developed under Gaussian differential privacy.

problem Developing private tests for simple and MLR hypotheses under Gaussian differential privacy.
method A private mean estimator with data-driven clamping bounds, constructing private test statistics.
result Private tests achieve the same asymptotic relative efficiency as non-private most powerful tests.

Paper addresses global convergence of MLR estimation under weak data conditions.

problem Learning mixed linear regression models with general data conditions.
method Two-step recursive identification algorithm using least squares and EM principles.
result Global convergence and optimal clustering performance established under general data conditions.

The paper develops a MIP for MLR and proves convergence of estimates under certain conditions.

problem Identifying coefficient vectors from a mixture of linear models.
method Mixed Integer Programming (MIP) with regularization constraints.
result The MIP solution converges to the true coefficient vectors under specific conditions.

For the problem of multi-class linear classification and feature selection, we propose approximate message passing approaches to sparse multinomial logistic regression (MLR). First, we propose two algorithms based on the Hybrid Generalized Approximate Message Passing (HyGAMP) framework: one finds the maximum a posterio…

2015-09-15abs ↗pdf ↗

Paper addresses online identification and clustering for mixed linear regression models.

problem Online identification and clustering of mixed linear regression models.
method Introduces two online identification algorithms based on the EM principle, proving global convergence without i.i.d. data assumptions.
result Global convergence of the proposed algorithms for mixed linear regression models.

Warfarin dosing remains challenging due to narrow therapeutic index and highly individual variability. Incorrect warfarin dosing is associated with devastating adverse events. Remarkable efforts have been made to develop the machine learning based warfarin dosing algorithms incorporating clinical factors and genetic va…

2018-09-10abs ↗pdf ↗

ADMM-Softmax improves classification accuracy for multiclass problems.

problem Multinomial logistic regression for classification tasks with many examples and features.
method Alternating direction method of multipliers (ADMM) for decoupling and solving the problem into efficient steps.
result ADMM-Softmax leads to improved generalization compared to other methods on two image classification problems.

Improved robustness in multivariate regression and classification with DRO under Wasserstein metric.

problem Outliers in covariates and responses.
method Distributionally Robust Optimization (DRO) with Wasserstein metric ambiguity set and regularization.
result Significant improvement in predictive error and robustness.

Research compares MLP and MLR models for Balkan energy consumption predictions.

problem Predicting energy consumption in the Balkans using demographic and economic parameters.
method Applied multiple linear regression and multilayer perceptron models to data from 1995-2014.
result Multilayer perceptron model predicts energy consumption better than multiple regression model.

Designs neural networks on matrix manifolds for improved performance in tasks like human action recognition.

problem Designing neural networks for tasks on non-Euclidean manifolds.
method Develops fully-connected and convolutional layers for SPD manifolds, and MLR on SPSD manifolds.
result Demonstrates improved performance in human action recognition and node classification tasks.

Machine learning predicts US and EuroZone business cycles with high accuracy.

problem Predicting the business cycle phases in US and EuroZone.
method Three machine learning approaches were compared: Multinomial Logistic Regression (MLR) achieved the best results.
result MLR achieved 65.25% accuracy for EuroZone and 75% for US in predicting business cycle phases.

OpenML is an online machine learning platform where researchers can easily share data, machine learning tasks and experiments as well as organize them online to work and collaborate more efficiently. In this paper, we present an R package to interface with the OpenML platform and illustrate its usage in combination wit…

2017-01-05abs ↗pdf ↗

Develops a robust multiclass classification method for deep image classifiers.

problem Tackles data contamination and robustness to outliers in deep image classifiers.
method Uses Distributionally Robust Optimization (DRO) with Wasserstein metric ambiguity sets and regularized learning.
result Reduces test error rate by up to 83.5% and loss by up to 91.3% in image classification tasks.

This study analyzes and optimizes hyperparameters for machine learning models.

problem Optimizing hyperparameters for machine learning models to improve performance.
method Experimental analysis of 30 hyperparameters from six machine learning algorithms using R and SPOT.
result A new consensus ranking method for analyzing results from multiple algorithms.

The paper tackles high-dimensional mixed linear regression with unknown parameters and proposes methods for estimation, confidence intervals, and hypothesis testing.

problem High-dimensional mixed linear regression with unknown parameters and covariance structure.
method Iterative high-dimensional EM algorithm for estimating regression vectors, debiased estimators for individual coordinates, and large-scale multiple testing procedure.
result Asymptotic normality of debiased estimators and FDR control for hypothesis testing.

Study compares FDA and ML methods for time series classification.

problem Comparing functional data analysis and machine learning for time series classification.
method Functional generalized additive models, feature extraction, basis representations, support vector machines, classification trees.
result Benchmarking and ranking of methods for non-expert practitioners.

Paper analyzes EM algorithm's trajectory in 2MLR, revealing cycloid behavior.

problem Understanding the convergence and trajectory of EM algorithm in 2MLR.
method Explicit closed-form expressions for EM updates, recurrence relation derivation at population level.
result EM iterations lie on a cycloid trajectory, leading to theoretical estimate of convergence exponent.

Bayesian active learning reduces data needed for latent variable models.

problem Active learning for latent variable models, especially mixtures of linear regressions and HMMs with GLM observations.
method Maximum-mutual-information input selection for discrete latent variable regression models.
result Active learning can achieve large gains for mixtures of linear-Gaussian models and substantially reduces data needed for GLM-HMM.

Machine learning improves cloud cover forecasting.

problem Improving accuracy of total cloud cover predictions.
method Investigated multilayer perceptron, gradient boosting machines, random forest, logistic regression models.
result RF models provide the smallest increase in predictive performance, while MLP, POLR, and GBM approaches perform best.