arXiv research

GRASP simplifies Bayesian regression with grouped predictors using an adaptive NBP prior.

Procedure groups nonparametric regression curves automatically.

The group lasso is a penalized regression method, used in regression problems where the covariates are partitioned into groups to promote sparsity at the group level. Existing methods for finding the group lasso estimator either use gradient projection methods to update the entire coefficient vector simultaneously at e…

Improves robustness of high-dimensional regression with rank objective and group lasso regularization.

We study the problem of multivariate regression where the data are naturally grouped, and a regression matrix is to be estimated for each group. We propose an approach in which a dictionary of low rank parameter matrices is estimated across groups, and a sparse linear combination of the dictionary elements is estimated…

Using ensemble methods for regression has been a large success in obtaining high-accuracy prediction. Examples are Bagging, Random forest, Boosting, BART (Bayesian additive regression tree), and their variants. In this paper, we propose a new perspective named variable grouping to enhance the predictive performance. Th…

In this paper we purpose a blockwise descent algorithm for group-penalized multiresponse regression. Using a quasi-newton framework we extend this to group-penalized multinomial regression. We give a publicly available implementation for these in R, and compare the speed of this algorithm to a competing algorithm --- w…

New fair regression method improves fairness in chronic kidney disease classification.

Bayesian Additive Distribution Regression (DistBART) predicts distributions from grouped data.

Distribution regression has recently attracted much interest as a generic solution to the problem of supervised learning where labels are available at the group level, rather than at the individual level. Current approaches, however, do not propagate the uncertainty in observations due to sampling variability in the gr…

Develops methods for selecting and estimating smooth functional coefficients in high-dimensional multivariate functional data.

This paper introduces efficient approximations for fairness criteria in regression models.

New method groups similar functional covariates for better modeling.

We consider the problem of estimating a sparse multi-response regression function, with an application to expression quantitative trait locus (eQTL) mapping, where the goal is to discover genetic variations that influence gene-expression levels. In particular, we investigate a shrinkage technique capable of capturing a…

We propose the supervised hierarchical Dirichlet process (sHDP), a nonparametric generative model for the joint distribution of a group of observations and a response variable directly associated with that whole group. We compare the sHDP with another leading method for regression on grouped data, the supervised latent…

A new combinatorial approach groups regression coefficients for improved accuracy.

A new method for linear regression using feature graphs and hierarchical shrinkage.

Penalized regression is an attractive framework for variable selection problems. Often, variables possess a grouping structure, and the relevant selection problem is that of selecting groups, not individual variables. The group lasso has been proposed as a way of extending the ideas of the lasso to the problem of group…

Researchers develop a new method for analyzing shape changes in medical data.

Gradient descent implicitly favors group sparsity in neural networks.

New method handles correlated responses and interaction effects in multi-response regression.

Fairness, through its many forms and definitions, has become an important issue facing the machine learning community. In this work, we consider how to incorporate group fairness constraints in kernel regression methods, applicable to Gaussian processes, support vector machines, neural network regression and decision t…

We study Granger causality testing for high-dimensional time series using regularized regressions. To perform proper inference, we rely on heteroskedasticity and autocorrelation consistent (HAC) estimation of the asymptotic variance and develop the inferential theory in the high-dimensional setting. To recognize the ti…

SOCP uses SOM to find groups and local calibration buffers for better regional coverage.

Study on Transfer Elastic Net error bounds and grouping effect.

In this paper we develop the theory of parametric polynomial regression in Riemannian manifolds and Lie groups. We show application of Riemannian polynomial regression to shape analysis in Kendall shape space. Results are presented, showing the power of polynomial regression on the classic rat skull growth data of Book…

In this note we present a new construction of the string group that ends optionally in two different contexts: strict diffeological 2-groups or finite-dimensional Lie 2-groups. It is canonical in the sense that no choices are involved; all the data is written down and can be looked up (at least somewhere). The basis of…

In this paper, we study the prediction of a real-valued target, such as a risk score or recidivism rate, while guaranteeing a quantitative notion of fairness with respect to a protected attribute such as gender or race. We call this class of problems \emph{fair regression}. We propose general schemes for fair regressio…

Exclusive Lasso improves survival prediction in cancer datasets.

GWIB improves counterfactual regression by balancing latent distributions and reducing selection bias.

New rules reduce SLOPE model fitting time by screening out irrelevant variables.

In this paper we combine two important extensions of ordinary least squares regression: regularization and optimal scaling. Optimal scaling (sometimes also called optimal scoring) has originally been developed for categorical data, and the process finds quantifications for the categories that are optimal for the regres…

New deep Cox mixture model improves survival analysis performance.

Extends multivariate regression for tensor-variate data, identifying brain regions and facial characteristics.

LCMQR improves prediction intervals by adapting to local heteroscedasticity.

Paper develops a new estimator for high-dimensional panel data with common shocks.

The distribution of health care payments to insurance plans has substantial consequences for social policy. Risk adjustment formulas predict spending in health insurance markets in order to provide fair benefits and health care coverage for all enrollees, regardless of their health status. Unfortunately, current risk a…

Develops a method to predict stock returns with time-varying risk premia.

Group-Lasso (gLasso) identifies important explanatory factors in predicting the response variable by considering the grouping structure over input variables. However, most existing algorithms for gLasso are not scalable to deal with large-scale datasets, which are becoming a norm in many applications. In this paper, we…

We present two sets of theoretical results on the grouped lasso with overlap of Jacob, Obozinski and Vert (2009) in the linear regression setting. This method allows for joint selection of predictors in sparse regression, allowing for complex structured sparsity over the predictors encoded as a set of groups. This flex…

In this paper, we propose an adaptive group lasso procedure to efficiently estimate structural breaks in cointegrating regressions. It is well-known that the group lasso estimator is not simultaneously estimation consistent and model selection consistent in structural break settings. Hence, we use a first step group la…

Paper uses machine learning for nowcasting corporate earnings from mixed-frequency data.

Study learns convolution operators on compact Abelian groups using regularization.

In multivariate regression, a $K$-dimensional response vector is regressed upon a common set of $p$ covariates, with a matrix $B^*\in\mathbb{R}^{p\times K}$ of regression coefficients. We study the behavior of the multivariate group Lasso, in which block regularization based on the $\ell_1/\ell_2$ norm is used for supp…

Develops new techniques for learning from sequential data groups.

A non-trivial predictor satisfies demographic parity and equalizes group risks in regression.

Sparse multinomial logistic regression for multiclass classification with feature selection.

Proposes an MTL method with clustering to improve regression accuracy.