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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.

168,695 papers · 148 categories

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64128191255 · Jun 202019922001200920172026
48 results for low-rank regression

Novel Fréchet regression method handles errors-in-variables with low-rank covariates.

problem Regression with noisy and limited covariate data.
method Combines global Fréchet regression and principal component regression for low-rank structure.
result Improved efficiency and accuracy in high-dimensional and noisy data settings.

Low-rank tensor regression, a new model class that learns high-order correlation from data, has recently received considerable attention. At the same time, Gaussian processes (GP) are well-studied machine learning models for structure learning. In this paper, we demonstrate interesting connections between the two, espe…

2017-10-31abs ↗pdf ↗

The study assesses low-rank approximations in Gaussian Process regression.

problem Improving Gaussian Process regression efficiency with low-rank approximations.
method Analyzes two low-rank approximations: random Fourier features and Mercer expansion truncation.
result Bounds on the divergence and error between exact and approximate GP models.

The study assesses low-rank approximations in Gaussian Process regression.

problem Improving the efficiency of Gaussian Process regression while maintaining accuracy.
method Analyzes two low-rank approximations: random Fourier features and Mercer expansion truncation, and bounds the divergence and error between exact and approximate models.
result Theoretical bounds on the divergence and error between exact and approximate Gaussian Process models are provided.

Solves weakly supervised regression using low-rank approximations and manifold regularization.

problem Weakly supervised regression with known, unknown, and uncertain labels.
method Combines manifold regularization and low-rank matrix decomposition for optimization.
result Improves solution quality and stability for large datasets.

Tensor regression networks achieve high compression rate of neural networks while having slight impact on performances. They do so by imposing low tensor rank structure on the weight matrices of fully connected layers. In recent years, tensor regression networks have been investigated from the perspective of their comp…

2017-12-27abs ↗pdf ↗

Paper studies quantized LRMR with random dithering for correlated tasks.

problem Estimating coefficient matrix in quantized multivariate regression.
method Uniform quantization with random dithering, constrained and regularized Lasso estimators.
result Achieves minimax optimal rate with dithering, slightly worsens quantization effect.

We solve robust regression and matrix completion problems with sparse and low-rank models.

problem Adversarial contamination and noisy matrix completion in high-dimensional settings.
method Subgaussian statistical learning framework, trace-regression with matrix decomposition, novel Huber-type loss.
result Near-optimal estimation rates for robust regression and matrix completion.

Low-rank matrix regression refers to the instances of recovering a low-rank matrix based on specially designed measurements and the corresponding noisy outcomes. In the last decade, numerous statistical methodologies have been developed for efficiently recovering the unknown low-rank matrices. However, in some applicat…

2018-05-24abs ↗pdf ↗

Randomized algorithm solves vector-valued regression problems with low-rank operators.

problem Vector-valued regression problems involving infinite-dimensional spaces.
method Randomized Reduced Rank Regression (R4) using Gaussian sketching for optimization.
result R4 estimators are efficient and accurate, with empirical risk close to optimal.

Novel method for efficient low-rank matrix estimation and bandit algorithms.

problem Low-rank matrix estimation and bandit problems.
method LowPopArt method for low-rank matrix estimation and novel experimental design criterion.
result Improved recovery guarantees and regret bounds for low-rank bandit algorithms.

This paper extends neural collapse to regression problems, revealing key features and structures.

problem Understanding the structure learned by deep neural networks in regression tasks.
method Established Neural Regression Collapse (NRC) across different models, analyzing feature and weight alignments.
result Deep neural regression models exhibit a collapsed feature space, aligning with target dimensions and covariances.

The paper examines how kernel approximations affect Gaussian process regression in large data applications.

problem Effect of kernel approximations on Gaussian process regression in large data applications.
method Unified framework to analyze Gaussian process regression under computational and epistemic misspecification.
result Theoretical analysis of Gaussian process regression under various misspecifications.

Paper develops DP methods for low-rank matrix estimation with near-optimal performance.

problem Estimating a low-rank matrix under differential privacy constraints.
method Introduced computationally efficient DP-initialization and Riemannian optimization-based DP-RGrad algorithm.
result DP-RGrad achieves near-optimal convergence rate under weak differential privacy constraints.

This paper studies how to sketch element-wise functions of low-rank matrices. Formally, given low-rank matrix A = [Aij] and scalar non-linear function f, we aim for finding an approximated low-rank representation of the (possibly high-rank) matrix [f(Aij)]. To this end, we propose an efficient sketching-based algorithm…

2019-05-28abs ↗pdf ↗

We consider the problem of modeling multivariate time series with parsimonious dynamical models which can be represented as sparse dynamic Bayesian networks with few latent nodes. This structure translates into a sparse plus low rank model. In this paper, we propose a Gaussian regression approach to identify such a mod…

2015-03-25abs ↗pdf ↗

BKTR models spatiotemporal data with scalable tensor regression.

problem High computational cost in applying STVC to large-scale spatiotemporal data.
method Summarize STVC coefficients in a tensor, reformulate as low-rank tensor regression, incorporate GP priors for local dependencies.
result BKTR efficiently models large spatiotemporal datasets with reduced parameters and local dependencies.

Low-rank approximations of data matrices are an important dimensionality reduction tool in machine learning and regression analysis. We consider the case of categorical variables, where it can be formulated as the problem of finding low-rank approximations to Boolean matrices. In this paper we give what is to the best …

2018-03-13abs ↗pdf ↗

We propose a sparse and low-rank tensor regression model to relate a univariate outcome to a feature tensor, in which each unit-rank tensor from the CP decomposition of the coefficient tensor is assumed to be sparse. This structure is both parsimonious and highly interpretable, as it implies that the outcome is related…

2018-11-03abs ↗pdf ↗

Paper develops RGN method for estimating low-rank tensors from noisy measurements.

problem Estimating low-rank tensors from noisy linear measurements.
method Riemannian Gauss-Newton (RGN) method for efficient low-rank tensor estimation.
result First local quadratic convergence guarantee of RGN for low-rank tensor estimation in noisy settings.

This work analyzes how transformers learn common linear regression tasks.

problem Understanding how in-context learning operates in real-world applications with common task structures.
method Analyzing a linear attention model trained on low-rank regression tasks.
result Statistical fluctuations in finite pre-training data induce an implicit regularization, leading to a sharp phase transition in generalization error.

We simplify SSL by approximating redundant structural components with low-rank factorization.

problem Improving self-supervised learning performance with limited labeled data.
method Low-rank approximation of structural redundancy, introducing ε_s to measure approximation quality.
result The proposed method enhances SSL performance, as shown by theoretical and experimental validations.

Multitask learning, i.e. taking advantage of the relatedness of individual tasks in order to improve performance on all of them, is a core challenge in the field of machine learning. We focus on matrix regression tasks where the rank of the weight matrix is constrained to reduce sample complexity. We introduce the comm…

2019-10-27abs ↗pdf ↗

Develops TOFU for tensor bandits with low-rank structure.

problem Linear bandit models fail to capture high-dimensional, low-rank tensor structures.
method Develops TOFU, a tensor bandit algorithm that estimates low-dimensional subspaces and uses norm constraints.
result Improves regret bound by a multiplicative factor that grows exponentially in system order.

Simplifies transfer learning with deep neural networks using ridge regression.

problem High computational cost of finetuning deep models for transfer learning.
method Leverage the low-rank property of deep neural networks' feature vectors in kernel ridge regression.
result Successful on supervised and semi-supervised transfer learning tasks.

TSRGA scales multivariate linear regression for feature-distributed data.

problem Multivariate linear regression for feature-distributed data with high dimensions and many computing nodes.
method Two-stage relaxed greedy algorithm (TSRGA) for multivariate linear regression.
result TSRGA is highly scalable and can yield low-rank coefficient estimates.

New model reduces matrix factorization bias, yielding truly low-rank solutions.

problem Gradient descent's implicit bias in matrix factorization.
method Introducing a new factorization model with constrained factors and diagonal components.
result The new model consistently exhibits a strong implicit bias, yielding truly low-rank solutions.

Develops a regression model for partially observed dynamic tensor data.

problem Characterizing the relationship between dynamic tensor data and external covariates when data is only partially observed.
method Introduces low-rank, sparsity, and fusion structures on the regression coefficient tensor, and uses a loss function projected over observed entries. Developed an efficient non-convex alternating updating algorithm.
result Derived finite-sample error bounds for the estimator.

New algorithm recovers tensor factors from incomplete measurements efficiently.

problem Recovering tensor factors from incomplete measurements.
method Scaled gradient descent (ScaledGD) algorithm with spectral initializations.
result ScaledGD provably converges linearly for tensor completion and regression.

We study the residual bootstrap (RB) method in the context of high-dimensional linear regression. Specifically, we analyze the distributional approximation of linear contrasts c(β^ρβ)c^{\top} (\hatβ_ρ-β), where β^ρ\hatβ_ρ is a ridge-regression estimator. When regression coefficients are estimated via least squares, classical…

2016-07-04abs ↗pdf ↗

The effectiveness of supervised learning techniques has made them ubiquitous in research and practice. In high-dimensional settings, supervised learning commonly relies on dimensionality reduction to improve performance and identify the most important factors in predicting outcomes. However, the economic importance of …

2016-08-07abs ↗pdf ↗