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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.

168,657 papers · 148 categories

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84168252336 · Jun 202019922001200920172026
48 results for online regression

Proposes an online method for high-dimensional streaming data.

problem Increasing variable dimensions with sample size in online kernel sliced inverse regression.
method Introduces approximate linear dependence condition and dictionary variable sets to address the problem. Transforms into online generalized eigen-decomposition problem and uses stochastic optimization for updates.
result Achieves close performance to batch processing kernel sliced inverse regression.

AIHT improves online high-dimensional quantile regression by separating support discovery and refinement.

problem Online high-dimensional quantile regression with structural sparsity.
method Adaptive Iterative Hard Thresholding (AIHT) alternates stochastic updates with adaptive hard-thresholding steps.
result AIHT achieves logarithmic regret for the sliding-window objective in high-dimensional settings.

This research improves online learning by correcting for target shift in machine learning.

problem Online learning struggles with distributional shift, especially in target values.
method Derives closed-form expressions for online and offline learning, and target correction.
result Online kernel-based learning can learn the same predictor as offline learning with target correction.

We establish optimal rates for online regression for arbitrary classes of regression functions in terms of the sequential entropy introduced in (Rakhlin, Sridharan, Tewari, 2010). The optimal rates are shown to exhibit a phase transition analogous to the i.i.d./statistical learning case, studied in (Rakhlin, Sridharan,…

2014-02-11abs ↗pdf ↗

FOLKLORE algorithm speeds up online multiclass logistic regression.

problem Efficiently solving online multiclass logistic regression without high computational cost.
method Developed FOLKLORE algorithm with improved runtime and regret bound.
result First practical algorithm for online multiclass logistic regression.

Study extends learnability equivalence to multi-class and regression, overcoming binary classification limits.

problem Equivalence of online and private learnability in multi-class and regression settings.
method Introduced a novel Littlestone dimension variant and threshold functions for multi-class classification.
result Online learnability implies private learnability in multi-class classification but not in regression.

Online active regression algorithms minimize label queries for efficient data regression.

problem Efficiently predict data points with minimal label queries in an online setting.
method Proposed online algorithms for active regression under ℓ_p loss, achieving (1+ε)-approximation with minimal label queries.
result Achieves (1+ε)-approximation with only ε^(-1) d log(nκ) label queries, matching offline methods in performance.

Adversarial online nonparametric regression achieves optimal rates with locally adaptive learning.

problem Adversarial online nonparametric regression with general convex losses.
method Parameter-free learning algorithm leveraging chaining trees to compete against H{ö}lder functions, dynamically tracking and adapting to local smoothness variations.
result First computationally efficient algorithm with locally adaptive optimal rates for online regression in an adversarial setting.

This work improves online regression and contextual bandits using neural networks.

problem Improving online regression and contextual bandits using neural networks.
method Investigates neural networks for online regression, showing O(logT)\mathcal{O}(\log T) regret for almost convex losses and KL loss.
result Shows ildeO(KL+K) ilde{\mathcal{O}}(\sqrt{KL^*} + K) regret for NeuCB, outperforming existing algorithms.

We consider Online Convex Optimization (OCO) in the setting where the costs are mm-strongly convex and the online learner pays a switching cost for changing decisions between rounds. We show that the recently proposed Online Balanced Descent (OBD) algorithm is constant competitive in this setting, with competitive rat…

2018-10-23abs ↗pdf ↗

New CLT for SGD in high-dimensional regression provides online inference.

problem Quantifying uncertainty in SGD for high-dimensional regression.
method Established a high-dimensional CLT for online SGD iterates.
result Developed an online approach for estimating variance in CLT.

Study on deleting user data in linear regression models to maintain limited memory.

problem Deleting user data in a limited time frame for statistical models.
method Proposed FIFD-OLS and FIFD-Adaptive Ridge algorithms for low-dimensional and online settings.
result Demonstrated effectiveness of FIFD-Adaptive Ridge in maintaining statistical efficiency.

Characterizes statistical complexity of realizable regression in PAC and online learning.

problem Understanding the statistical complexity of realizable regression in both PAC and online learning settings.
method Introduces minimax instance optimal learners, novel and combinatorial dimensions to characterize learnability.
result Characterizes which classes of real-valued predictors are learnable and provides necessary conditions for learnability.

Paper proposes real-time VaR estimation using quantile regression forest with conformal calibration.

problem Real-time estimation of Value at Risk (VaR) in rapidly changing markets.
method Quantile regression forest trained offline, real-time VaR estimates via observed risk factors, conformalized estimator for reliability.
result The proposed method provides reliable real-time VaR estimates.

Locally private online quantile regression method addresses privacy constraints.

problem Estimating and inferring quantile regression under local differential privacy constraints.
method Developed a finite-alphabet channel where users compute local contributions, apply randomized response, and send reports. A public decoder corrects distortion and reconstructs inputs for averaging.
result Established local privacy, decoder unbiasedness, consistency, asymptotic normality, and inference for scalar contrasts.

Paper introduces P-FGD for online quantile regression models.

problem Training nonparametric additive quantile regression models in online settings.
method Projected functional gradient descent algorithm (P-FGD) for pinball loss.
result P-FGD achieves minimax optimal consistency rate O(t2s2s+1)O(t^{-\frac{2s}{2s+1}}).

Paper tackles dynamic label shift in online learning, achieving optimal performance.

problem Adapting to changing class marginals in online supervised and unsupervised learning.
method Develops novel algorithms reducing adaptation to online regression, achieving optimal dynamic regret.
result Achieves superior performance in various online label shift scenarios.

Study on online regression with noise, achieving near-optimal regret bounds.

problem Online generalized linear regression with stochastic noise.
method Sharp analysis of FTRL algorithm for stochastic label noise.
result Achieved near-optimal regret bounds for O(σ2dlogT)+o(logT)O(σ^2 d \log T) + o(\log T).

Improved multiclass logistic regression with lower computational complexity.

problem High computational complexity in existing methods for multiclass logistic regression.
method Developed a new algorithm that achieves a lower computational complexity.
result Achieved a regret of O(log(Bn))O(\log(Bn)) with computational complexity O(n1.5)O(n^{1.5}).

Paper addresses online identification and clustering for mixed linear regression models.

problem Online identification and clustering of mixed linear regression models.
method Introduces two online identification algorithms based on the EM principle, proving global convergence without i.i.d. data assumptions.
result Global convergence of the proposed algorithms for mixed linear regression models.

New algorithm reduces online logistic regression regret without exponential constant.

problem Improper learning in online logistic regression with logarithmic regret.
method Regularized empirical risk minimization with surrogate losses.
result Regret scaling as O(B log(Bn)) with low computational complexity.

Optimal online linear regression in dynamic environments using discounted Vovk-Azoury-Warmuth forecaster.

problem Achieving optimal performance in dynamic online linear regression without prior knowledge.
method Developed a discounted variant of the Vovk-Azoury-Warmuth forecaster to achieve optimal dynamic regret guarantees.
result Achieved dynamic regret of the form $O\left(d\log(T)\vee \sqrt{dP_{T}^γ(\vec{u})T} ight)$, with a learnable discount factor.

This paper establishes minimax rates for online regression with arbitrary classes of functions and general losses. We show that below a certain threshold for the complexity of the function class, the minimax rates depend on both the curvature of the loss function and the sequential complexities of the class. Above this…

2015-01-26abs ↗pdf ↗

One of the current challenges in machine learning is how to deal with data coming at increasing rates in data streams. New predictive learning strategies are needed to cope with the high throughput data and concept drift. One of the data stream mining tasks where new learning strategies are needed is multi-target regre…

2019-03-29abs ↗pdf ↗

This work establishes always-valid risk bounds for online matrix completion.

problem Challenges in establishing always-valid concentration inequalities for online matrix completion.
method Combines non-asymptotic martingale concentration and regularized low-rank matrix regression.
result Establishes always-valid risk bound process for online matrix completion.

New online method for multivariate probabilistic electricity price forecasting.

problem Multivariate probabilistic forecasting of electricity prices.
method Online multivariate distributional regression with LASSO regularization.
result Robust and interpretable joint prediction intervals for 24-hour electricity prices.

SA algorithms control dynamic regret in non-stationary settings with strong convexity or exp-concavity.

problem Non-stationary Online Convex Optimization with dynamic regret control.
method Strongly Adaptive (SA) algorithms view dynamic regret as path variation of the comparator sequence.
result SA algorithms achieve ildeO(TVTlogT) ilde O(\sqrt{TV_T} \vee \log T) and ildeO(dTVTdlogT) ilde O(\sqrt{dTV_T} \vee d\log T) dynamic regret for strongly convex and exp-concave losses, respectively.

New analysis improves SGD for robust and quantile regression with sub-quadratic convergence.

problem Improving SGD for robust and quantile regression with sub-quadratic convergence.
method Piecewise Lyapunov function for first-order differentiable functions.
result First geometrical convergence result for sub-quadratic SGD.

Robust multivariate linear regression methods for online and offline use.

problem Estimating parameters of multivariate Gaussian linear regression models robustly.
method Robust versions of least-square criterion with online and offline algorithms.
result Asymptotic normality of robust estimates proved under weak assumptions.

New algorithm reduces online regression error in RKHS.

problem Online regression with time-varying functions in RKHS.
method Hierarchical Vovk-Azoury-Warmuth with discounting.
result Achieves optimal dynamic regret with O(T2/3PT1/3+TlnT)O(T^{2/3}P_T^{1/3} + \sqrt{T}\ln T) regret bound.

We consider the problem of online nonparametric regression with arbitrary deterministic sequences. Using ideas from the chaining technique, we design an algorithm that achieves a Dudley-type regret bound similar to the one obtained in a non-constructive fashion by Rakhlin and Sridharan (2014). Our regret bound is expre…

2015-02-26abs ↗pdf ↗