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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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54109163217 · Jun 202019922001200920172026
48 results for max-affine regression

New AMP algorithm estimates signals and latent variables in mixed regression models.

problem Estimating signals and latent variables in mixed regression models.
method Approximate Message Passing (AMP) algorithm for matrix GLM.
result State evolution recursion and optimal denoising functions for precise error minimization.

Paper presents ABGD for efficient piecewise linear regression in high dimensions.

problem Efficiently solving piecewise linear regression in high-dimensional spaces.
method Parametrizes piecewise linear functions as difference of max-affine functions, using ABGD algorithm.
result ABGD converges linearly to an ε-accurate estimate with optimal sample complexity.

Paper presents an efficient algorithm for estimating Lipschitz functions from noisy data.

problem Estimating unknown Lipschitz functions from noisy observations.
method Extends max-affine methods to Lipschitz setting using nonlinear feature expansion and adaptive partitioning.
result Achieves minimax convergence rate with respect to intrinsic dimension, up to logarithmic factors.

New method uses DC functions for piecewise linear regression.

problem Regression with piecewise linear constraints.
method Estimates piecewise linear convex functions using a difference of convex functions.
result Method achieves close to minimax statistical risk and comparable performance to existing methods.

Spectrahedral regression fits convex functions via a non-convex optimization problem.

problem Fitting convex functions to data sets.
method Fitting a spectrahedral function (maximum eigenvalue of an affine matrix expression) to the data via an alternating minimization algorithm.
result The alternating minimization algorithm converges geometrically to a small ball around the optimal parameter.

Single-head attention approximates any function under various norms.

problem Universal approximation of functions using attention mechanisms.
method Interpreting attention as partitioning and summing linear transformations.
result Single-head attention can approximate any continuous function under LL_\infty-norm and Lebesgue integrable functions under LpL_p-norm.

This paper shows neural networks can solve complex graph problems efficiently.

problem Solving exact maximum flow computation and minimum spanning tree problems.
method Introduces Max-Affine Arithmetic Programs and shows equivalence to neural networks.
result Two combinatorial optimization problems can be solved with polynomial-size neural networks.

We build a rigorous bridge between deep networks (DNs) and approximation theory via spline functions and operators. Our key result is that a large class of DNs can be written as a composition of max-affine spline operators (MASOs), which provide a powerful portal through which to view and analyze their inner workings. …

2018-05-17abs ↗pdf ↗

We study the geometry of deep (neural) networks (DNs) with piecewise affine and convex nonlinearities. The layers of such DNs have been shown to be {\em max-affine spline operators} (MASOs) that partition their input space and apply a region-dependent affine mapping to their input to produce their output. We demonstrat…

2019-05-21abs ↗pdf ↗

Generative networks are analyzed using spline operators to understand their properties and limitations.

problem Understanding and optimizing the properties of deep generative networks.
method Characterizing latent space partition, manifold dimension, and disentanglement using spline operators.
result Characterized the latent space partition, manifold dimension, and disentanglement of GDNs.

This paper studies robust regression in the settings of Huber's εε-contamination models. We consider estimators that are maximizers of multivariate regression depth functions. These estimators are shown to achieve minimax rates in the settings of εε-contamination models for various regression problems including nonpa…

2017-02-15abs ↗pdf ↗

This paper studies the nonparametric modal regression problem systematically from a statistical learning view. Originally motivated by pursuing a theoretical understanding of the maximum correntropy criterion based regression (MCCR), our study reveals that MCCR with a tending-to-zero scale parameter is essentially moda…

2017-02-20abs ↗pdf ↗

Survey of SDR methods for high-dimensional regression and embedding.

problem Reducing dimensionality in high-dimensional data.
method Involves both statistical and machine learning approaches, covering inverse and forward regression methods.
result Supervised Kernel Dimension Reduction is equivalent to supervised PCA.

This paper reviews SDR methods for multivariate response regression.

problem Handling sufficient dimension reduction for multivariate response regression.
method Characterizes SDR estimators as inverse or forward regression methods.
result Pooled marginal, projective resampling, distance-based, ordinary least squares, partial least squares, and semiparametric SDR estimators are discussed.

Paper introduces semi-supervised linear extremile regression for high-dimensional data.

problem Challenges in high-dimensional extremile regression due to data sparsity and overfitting.
method Proposes semi-supervised learning for linear extremile regression, achieving n\sqrt{n}-consistency.
result Demonstrates improved estimation efficiency and performance in high-dimensional settings.

Prevalidated ridge regression simplifies logistic regression for high-dimensional data.

problem Efficient probabilistic classification in high-dimensional data with logistic regression.
method Developed a prevalidated ridge regression model that matches logistic regression's performance but is more computationally efficient.
result Prevalidated ridge regression achieves similar classification error and log-loss to logistic regression for high-dimensional data.

We simplify complex regression coefficients using linearization and feature comparison.

problem Interpreting high-dimensional regression coefficients from nonlinear responses.
method Developed a linearization method to derive feature coefficients and compare them with regression coefficients.
result Shows how regression coefficients relate to linearized feature coefficients and how they change under regularization.

Unified framework for fair regression under demographic parity.

problem Ensuring fairness in regression tasks subject to demographic parity constraints.
method Proposes a unified framework applicable to various regression tasks with a broad spectrum of loss functions, derived a novel characterization of the fair risk minimizer, and established theoretical consistency and convergence rates.
result Effective minimization of risk while satisfying fairness constraints across various regression settings.

Locally adaptive interpretable regression improves linear regression's predictability.

problem Linear regression's predictability is limited; it lacks adaptability.
method Locally adaptive interpretable regression (LoAIR) uses neural networks to predict percentile of a Gaussian distribution for regression coefficients.
result LoAIR achieves comparable or better predictive performance than state-of-the-art baselines.

Huber regression assessed for robustness in statistical learning.

problem Understanding Huber regression in nonparametric statistical learning.
method Assessment from statistical learning perspective, focusing on risk consistency, adaptive tuning, and convergence rates.
result Huber regression can be asymptotically mean regression calibrated under (1+ε)(1+ε)-moment conditions, justifying its robustness.

Least Angle Regression is a promising technique for variable selection applications, offering a nice alternative to stepwise regression. It provides an explanation for the similar behavior of LASSO (1\ell_1-penalized regression) and forward stagewise regression, and provides a fast implementation of both. The idea has…

2008-02-07abs ↗pdf ↗

We analyze coresets for regularized regression problems and propose a modified lasso that yields smaller coresets.

problem Analyzing coresets for regularized regression problems.
method Examined coresets for ridge regression and proposed a modified lasso problem.
result No coreset for regularized regression can be smaller than the unregularized version when reqsr eq s.

Study uniform consistency in nonparametric mixture models and mixed regression.

problem Uniform consistency in nonparametric mixture models and mixed regression models.
method Construct uniformly consistent estimators under general conditions, develop novel technical tools.
result Prove uniform consistency results for nonparametric mixtures and mixed regression models.

Collider regression improves predictive performance in regression tasks.

problem Discarding prior causal knowledge in regression tasks.
method Collider regression framework incorporating probabilistic causal knowledge from collider structures.
result Proves positive generalization benefit and provides closed-form estimators.

We describe dimensionally constrained symbolic regression which has been developed for mass measurement in certain classes of events in high-energy physics (HEP). With symbolic regression, we can derive equations that are well known in HEP. However, in problems with large number of variables, we find that by constraini…

2011-06-20abs ↗pdf ↗

New GP model estimates piecewise continuous functions.

problem Piecewise continuous regression functions in scientific and engineering applications.
method Local Gaussian process model with partitioned local data and joint estimation of boundaries.
result Superior performance over conventional GP models in estimating piecewise regression functions.

This work analyzes Fréchet regression using comparison geometry, providing theoretical and practical insights.

problem Analyzing data on complex structures like manifolds and graphs.
method Theoretical analysis through comparison geometry, focusing on existence, uniqueness, and stability of the Fréchet mean.
result Key results on the existence, uniqueness, and stability of the Fréchet mean, along with statistical guarantees for nonparametric regression.

Study on reducing dimensionality in high-dimensional regression with kernel methods and stability analysis.

problem Analyzing errors in high-dimensional regression with dimensionality reduction and kernel regression.
method Derive a stability result for kernel regression with Wasserstein distance and apply it to PCA to deduce convergence rates.
result Two-step procedure yields useful convergence rates in semi-supervised settings.

Modal regression estimates the local modes of the distribution of YY given X=xX=x, instead of the mean, as in the usual regression sense, and can hence reveal important structure missed by usual regression methods. We study a simple nonparametric method for modal regression, based on a kernel density estimate (KDE) of …

2014-12-04abs ↗pdf ↗

pGMM kernel outperforms ordinary ridge regression and RBF kernel ridge regression without tuning.

problem Comparing pGMM kernel regression with other ridge regression methods.
method Implemented and compared pGMM kernel regression with ordinary ridge regression and RBF kernel ridge regression.
result pGMM kernel performs well without tuning and can match boosted trees with parameter tuning.