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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.

169,291 papers · 148 categories

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134269403537 · Jun 202019922001200920182026
48 results for least squares classification

New algorithm improves online binary classification with constant time complexity.

problem Online binary classification with rebalancing.
method Non-iteratively reweighted recursive least-squares.
result Exacts converges to batch formulation and outperforms existing algorithms.

New methods improve accuracy and scalability for large datasets in multi-class classification.

problem Improving accuracy and scalability for multi-class classification with large datasets.
method Randomized block kernel matrices for approximation of least-squares support vector machines.
result The proposed methods provide good accuracy and reliable scaling for multi-class classification problems with large data sets.

Reduced-rank method improves least-squares regression under output regularity.

problem Least-squares regression with infinite dimensional outputs.
method Reduced-rank method for solving least-squares problems with output regularity assumptions.
result Learning bounds and improved statistical performance compared to full-rank method.

We introduce a novel semi-supervised version of the least squares classifier. This implicitly constrained least squares (ICLS) classifier minimizes the squared loss on the labeled data among the set of parameters implied by all possible labelings of the unlabeled data. Unlike other discriminative semi-supervised method…

2015-07-24abs ↗pdf ↗

Unified multi-view learning framework using OPLS with regularization and deep extensions.

problem Improving multi-view learning for classification and feature extraction.
method Orthonormalized Partial Least Squares (OPLS) with regularization and deep extensions.
result Unified multi-view learning framework with improved performance.

This work proves convergence of adaptive resampling for random Fourier features.

problem Sampling Fourier frequencies well for high-dimensional data.
method Data adaptive resampling of Fourier frequencies, asymptotically optimal.
result Proves convergence of adaptive resampling method for regression and classification problems.

Proposes a method to interpret linguistic data models using parse trees and least-squares scores.

problem Interpreting trained classification models in linguistic data sets.
method Assigns least-squares based importance scores to words in a sentence using syntactic constituency structure and relates them to the Banzhaf value in coalitional game theory.
result Demonstrates the effectiveness of the proposed method in aiding interpretability and diagnostics for language models.

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.

The paper optimizes hyperplanes for binary classification in high-dimensional data with latent Gaussian mixtures.

problem Binary classification in high-dimensional data with latent Gaussian mixtures.
method Generalized least squares estimator for estimating the direction of the optimal separating hyperplane. Simple correction for intercept estimation.
result The procedure is minimax optimal in many scenarios and can retain the interpolation property.

LSGANs improve GANs by using least squares loss, leading to better image quality and stability.

problem Vanishing gradients in GANs during training.
method Introducing LSGANs with least squares loss for both discriminator and generator.
result LSGANs generate higher quality images and are more stable during training.

Convolutional neural networks handle rotated image symmetries without dimensionality issues.

problem Binary image classification with rotational symmetry.
method Least squares plug-in classifiers based on convolutional neural networks under rotationally symmetric assumptions.
result Convolutional neural networks can circumvent the curse of dimensionality in binary image classification with rotational symmetry.

We propose a novel algorithm for greedy forward feature selection for regularized least-squares (RLS) regression and classification, also known as the least-squares support vector machine or ridge regression. The algorithm, which we call greedy RLS, starts from the empty feature set, and on each iteration adds the feat…

2010-03-18abs ↗pdf ↗

We compare the risk of ridge regression to a simple variant of ordinary least squares, in which one simply projects the data onto a finite dimensional subspace (as specified by a Principal Component Analysis) and then performs an ordinary (un-regularized) least squares regression in this subspace. This note shows that …

2011-05-04abs ↗pdf ↗

New deep learning solver for high-dimensional derivative pricing.

problem High-dimensional derivatives pricing problems.
method Combines deep learning with least square regression for backward SDE solving.
result Accurate and efficient pricing of complex derivatives.

New IRLS algorithms for SVM fitting via MM approach.

problem Fitting support vector machines (SVMs) via quadratic programming.
method Majorization--Minimization (MM) paradigm for iteratively-reweighted least-squares (IRLS) algorithms.
result IRLS algorithms for SVM risk minimization problems with various losses and penalties.

ESNs trained with Tikhonov least squares approximate ergodic dynamical systems in L2(μ) norm.

problem Approximating ergodic dynamical systems using ESNs.
method Tikhonov least squares regression on ESNs trained on observations from an ergodic dynamical system.
result ESNs trained with Tikhonov least squares approximate the target function in the L2(μ) norm.

A new algorithm solves nonnegative least squares faster with nonnegative data.

problem Nonnegative least squares problems with nonnegative data.
method Primal-dual perspective accelerated algorithm with adaptive restart.
result Oracle complexity independent of matrix constants, solvable to multiplicative error.

The kernel least mean squares (KLMS) algorithm is a computationally efficient nonlinear adaptive filtering method that "kernelizes" the celebrated (linear) least mean squares algorithm. We demonstrate that the least mean squares algorithm is closely related to the Kalman filtering, and thus, the KLMS can be interpreted…

2013-10-20abs ↗pdf ↗

The paper identifies saddlepoints in unsupervised auto-encoding neural nets.

problem The risk landscape of unsupervised least squares in auto-encoding neural nets.
method Established an equivalence between unsupervised least squares and principal manifolds, discussed regularization strategies for auto-encoders.
result All non-trivial critical points in auto-encoding are saddlepoints, which are degenerate in overcomplete auto-encoding.

The paper proposes a least squares method for binary compressive sampling with low intrinsic dimension signals.

problem Recovering signals from binary measurements with noise and sign flips.
method Least squares decoder for signals with low generative intrinsic dimension.
result The least squares decoder achieves a sharp estimation error of O(klog(Ln)m)O(\sqrt{\frac{k\log (Ln)}{m}}) under certain conditions.

CNNs learn about input data uncertainties, improving classification performance.

problem Errors in measurements are often neglected in ML, affecting classification performance.
method Constructed a model with known noise levels and used CNNs to learn about uncertainties.
result CNNs can incorporate information about input data uncertainties, improving classification performance.

The paper analyzes the risk of a least squares estimator under a spike covariance model.

problem Risk analysis of the least squares estimator under a spike covariance model.
method Assumes spike covariance matrices, studies risk as d/nightarrowd/n ightarrow \infty.
result Risk of the minimum norm least squares estimator vanishes compared to the null estimator.

Least squares estimator fails to achieve optimal risk in bounded distributions, but non-linear predictors can.

problem Optimal risk in bounded distributions for constrained least squares.
method Comparison of least squares and non-linear predictors.
result Non-linear predictors can achieve optimal risk O(d/n)O(d/n) in bounded distributions.

Sparse linear regression, which entails finding a sparse solution to an underdetermined system of linear equations, can formally be expressed as an l0l_0-constrained least-squares problem. The Orthogonal Least-Squares (OLS) algorithm sequentially selects the features (i.e., columns of the coefficient matrix) to greedil…

2016-02-22abs ↗pdf ↗

Study improves least squares estimation for heavy-tailed errors.

problem Improving least squares estimation under heteroscedastic and heavy-tailed errors.
method Analyzes the rate of convergence of least squares estimator under bounded conditional variance and finitely many moments of errors.
result Upper bounds on rates of convergence of LSE for heavy-tailed errors are found.

Stochastic Newton and quasi-Newton methods solve large linear least-squares problems efficiently.

problem Efficiently solve large linear least-squares problems with limited computational resources.
method Introduce stochasticity in Newton and quasi-Newton approaches to handle large datasets.
result Stochastic Newton iterates may not converge to the least-squares solution.

We prove the statistical consistency of kernel Partial Least Squares Regression applied to a bounded regression learning problem on a reproducing kernel Hilbert space. Partial Least Squares stands out of well-known classical approaches as e.g. Ridge Regression or Principal Components Regression, as it is not defined as…

2009-02-25abs ↗pdf ↗