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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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57114171228 · Jun 202019922001200920172026
48 results for median regression

This article is devoted to the problem of predicting the value taken by a random permutation ΣΣ, describing the preferences of an individual over a set of numbered items {1,  ,  n}\{1,\; \ldots,\; n\} say, based on the observation of an input/explanatory r.v. XX e.g. characteristics of the individual), when error is measured…

2017-10-31abs ↗pdf ↗

We consider the non-parametric regression problem under Huber's εε-contamination model, in which an εε fraction of observations are subject to arbitrary adversarial noise. We first show that a simple local binning median step can effectively remove the adversary noise and this median estimator is minimax optimal up t…

2018-05-26abs ↗pdf ↗

DiPriMe forests use private medians to create balanced tree splits for privacy-protected data.

problem Privacy concerns in training random forests due to multiple data queries.
method Proposes DiPriMe forests, which use a private median to generate balanced splits, ensuring differential privacy.
result DiPriMe forests achieve high utility while maintaining differential privacy, as shown both theoretically and empirically.

A regularized risk minimization procedure for regression function estimation is introduced that achieves near optimal accuracy and confidence under general conditions, including heavy-tailed predictor and response variables. The procedure is based on median-of-means tournaments, introduced by the authors in [8]. It is …

2017-01-15abs ↗pdf ↗

Study robust linear regression without distributional assumptions for heavy-tailed responses.

problem Linear regression with heavy-tailed responses and no distributional assumptions.
method Combining truncated least squares, median-of-means, and aggregation theory to construct a non-linear estimator.
result Achieves excess risk of order d/nd/n with optimal sub-exponential tail.

Optimal multitask learning method for sparse heterogeneous datasets.

problem Efficiently learning from multiple related datasets with sparse task-specific differences.
method MOLAR estimator, combining weighted median and shrinkage.
result Improves estimation error dependence on data dimension compared to task-wise least squares.

New method certifies regression robustness without data distribution assumptions.

problem Certifying robustness of regression models against poisoning attacks.
method Reduces certified regression to certified classification using median decision function.
result Proposes six new provably-robust regression models.

We show how to reduce the process of predicting general order statistics (and the median in particular) to solving classification. The accompanying theoretical statement shows that the regret of the classifier bounds the regret of the quantile regression under a quantile loss. We also test this reduction empirically ag…

2012-06-27abs ↗pdf ↗

This paper extends Median-of-Means to new learning problems involving pairwise comparisons.

problem Learning from pairwise comparisons in machine learning.
method Segmenting data into blocks, comparing pairs of decision rules, and declaring the winner based on majority performance.
result The Median-of-Means approach maintains robustness and performance under various sampling schemes.

We develop a unified approach for classification and regression support vector machines for data subject to right censoring. We provide finite sample bounds on the generalization error of the algorithm, prove risk consistency for a wide class of probability measures, and study the associated learning rates. We apply th…

2012-02-23abs ↗pdf ↗

For massive data sets, efficient computation commonly relies on distributed algorithms that store and process subsets of the data on different machines, minimizing communication costs. Our focus is on regression and classification problems involving many features. A variety of distributed algorithms have been proposed …

2014-10-24abs ↗pdf ↗

We construct compactifications for median spaces with compact intervals, generalising Roller boundaries of CAT(0){\rm CAT}(0) cube complexes. Examples of median spaces with compact intervals include all finite rank median spaces and all proper median spaces of infinite rank. Our methods also work for general median algebra…

2017-08-03abs ↗pdf ↗

New method speeds up NIR spectroscopy calibration by 400x.

problem Efficient preprocessing selection in NIR spectroscopy.
method Operator-adaptive PLS and Ridge regression.
result Significant reduction in fitting time with comparable prediction quality.

Study on median algebra structures on Euclidean spaces and manifolds with local CAT(0) cubulation.

problem Understanding median algebra structures on Euclidean spaces and manifolds.
method Showed local CAT(0) cubulation for median structures on ER homology manifolds.
result Median structures on ER homology manifolds have a local CAT(0) cubulation structure.

We prove a version of the Tits alternative for groups acting on complete, finite rank median spaces. This shows that group actions on finite rank median spaces are much more restricted than actions on general median spaces. Along the way, we extend to median spaces the Caprace-Sageev machinery and part of Hagen's theor…

2017-08-03abs ↗pdf ↗

We show that uniform lattices of isometries of products of real hyperbolic spaces act properly discontinuously and cocompactly on a median space. For lattices in products of at least two factors, this is the strongest degree of compatibility possible with the median geometry. Our theorem is also relevant for potential …

2017-08-01abs ↗pdf ↗

We introduce and begin to explore the mean and median of finite sets of shapes represented as integral currents. The median can be computed efficiently in practice, and we focus most of our theoretical and computational attention on medians. We consider questions on the existence and regularity of medians. While the me…

2018-02-14abs ↗pdf ↗

A method for estimating the median of gradients in stochastic optimization.

problem Robust gradient estimation in stochastic optimization for various applications.
method Stochastic Proximal Point Method for median gradient estimation.
result The proposed method can converge even under heavy-tailed, state-dependent noise.

This paper introduces online algorithms to estimate robust geometric median in large data streams.

problem Detecting outliers in large data sets using robust statistical measures.
method Online stochastic Newton methods for estimating the geometric median.
result Rates of convergence for online estimation of the geometric median.

The study finds that maximizing median returns is the only viable strategy in portfolio selection.

problem Difficulties in studying optimal portfolio strategies due to discontinuity and time inconsistency in maximizing median and quantile returns.
method Used intra-personal equilibrium approach to analyze portfolio selection under median and quantile maximization.
result Median maximization is the only viable strategy, with no investment in risky assets for other quantiles.

The consistency of Fréchet medians is proved for probability measures in proper metric spaces. In the context of Riemannian manifolds, assuming that the probability measure has more than a half mass lying in a convex ball and verifies some concentration conditions, the positions of its Fréchet medians are estimated. It…

2011-10-18abs ↗pdf ↗

Consider a regression problem where there is no labeled data and the only observations are the predictions fi(xj)f_i(x_j) of mm experts fif_{i} over many samples xjx_j. With no knowledge on the accuracy of the experts, is it still possible to accurately estimate the unknown responses yjy_{j}? Can one still detect the leas…

2017-03-08abs ↗pdf ↗

New robust regression method works with fewer data points than previous methods.

problem Adversary can corrupt most of the data, making traditional regression models unreliable.
method Developed a Huber loss estimator for robust linear regression with nearly linear sample size and inverse-polynomial inlier fraction.
result The Huber loss estimator is consistent for nearly linear sample size and inverse-polynomial inlier fraction.

In high dimensions, the mean and geometric median are nearly identical.

problem Understanding the relationship between mean and geometric median in high-dimensional spaces.
method Analytical derivation and simulation of the distance between mean and geometric median.
result The distance between mean and geometric median vanishes with dimensionality in high dimensions.

In this paper, we consider the problem of linear regression with heavy-tailed distributions. Different from previous studies that use the squared loss to measure the performance, we choose the absolute loss, which is capable of estimating the conditional median. To address the challenge that both the input and output c…

2018-05-02abs ↗pdf ↗

Median-of-means sampling outperforms mean-of-means for large sample sizes in numerical integration.

problem Improving numerical integration accuracy in high dimensions.
method Median-of-means sampling compared to mean-of-means using RQMC methods.
result Median-of-means sampling is superior for large sample sizes, while mean-of-means is better for smaller sample sizes.

Upper bound for Hausdorff distance between hyperbolic space and its medianization.

problem Calculating the Hausdorff distance between hyperbolic space and its medianization.
method Using de Sitter space to model finite-dimensional hyperbolic space and its medianization, calculating the Hausdorff distance.
result An upper bound for the Hausdorff distance between hyperbolic space and its medianization is calculated.

Paper proposes a novel method to improve matrix completion with median loss for large datasets.

problem Matrix completion with absolute deviation loss for large-scale data.
method Proposes a refinement step using pseudo data to improve inefficient estimators of median matrix completion.
result Turns inefficient estimators into a rate (near-)optimal matrix completion procedure.