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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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56112168224 · Jun 202019922001200920172026
48 results for random-feature regression

Kernel ridgeless regression with random features shows good generalization without explicit regularization.

problem Generalization of kernel ridgeless regression without explicit regularization.
method Investigation of ridgeless regression with random features and stochastic gradient descent, exploring the effect of random features error and spectral density optimization.
result Random features error exhibits the double-descent curve, leading to improved generalization.

HARFE approximates sparse additive functions using random features and ridge regression.

problem Approximating high-dimensional sparse additive functions.
method Hard-ridge random feature expansion with sparse ridge regression and hard-thresholding pursuit.
result HARFE method converges with a given error bound and achieves lower error than other algorithms.

DRE combines DNN with random feature regression for efficient neural network design.

problem Designing and training deep neural networks (DNN) efficiently and effectively.
method DRE architecture with two-layer neural networks, randomly drawn input and output weights trained with linear ridge regression.
result DRE outperforms state-of-the-art DNN in many data sets with lower computational cost.

We analyze the condition number of random feature matrices and prove their well-conditioned nature.

problem Understanding the condition number of random feature matrices and its impact on generalization error.
method Established concentration bounds and derived risk bounds for regression problems using random feature matrices.
result The risk associated with random feature matrices exhibits the double descent phenomenon, improving even with noise.

Random features and KRR generalize similarly when N is large enough.

problem Understanding the generalization error of random features and KRR methods.
method Analyzing spectral conditions and hypercontractivity on kernel eigenfunctions.
result The test error of random features is larger than KRR when N is small, but they achieve the same error when N is large.

Paper introduces a method for operator learning using random features.

problem Estimating maps between infinite-dimensional spaces using input-output pairs.
method Function-valued random features method, building a linear combination of random operators.
result The method provides convergence guarantees and error bounds for nonlinear problems.

This paper improves kernel quantile regression with random features for handling heavy-tailed noises.

problem Handling heavy-tailed noises in kernel quantile regression.
method Introduces a refined error decomposition and establishes a novel connection between KQR-RF and KRR-RF.
result Establishes capacity-dependent learning rates for KQR-RF under mild conditions on the number of random features, which are minimax optimal up to some logarithmic factors.

We find a deterministic equivalent for random feature regression's test error, independent of feature map dimension.

problem Understanding the generalization performance of random feature ridge regression.
method We derive a deterministic equivalent for the test error of RFRR under a concentration property, showing it can be approximated by a closed-form expression dependent on feature map eigenvalues.
result Our approximation guarantee is non-asymptotic, multiplicative, and independent of the feature map dimension, providing a tight result for the smallest number of features achieving optimal minimax error rate.

This paper presents Correlated Nystrom Views (XNV), a fast semi-supervised algorithm for regression and classification. The algorithm draws on two main ideas. First, it generates two views consisting of computationally inexpensive random features. Second, XNV applies multiview regression using Canonical Correlation Ana…

2013-06-24abs ↗pdf ↗

We propose a new method for input variable selection in nonlinear regression. The method is embedded into a kernel regression machine that can model general nonlinear functions, not being a priori limited to additive models. This is the first kernel-based variable selection method applicable to large datasets. It sides…

2018-04-19abs ↗pdf ↗

Random feature matrices' singular values concentrate near their full expectation in high dimensions.

problem Characterizing the spectra of random feature matrices for regression problems.
method Analyzing two settings of input variables (random or well-separated) with conditions on dimension, complexity ratio, and sampling variance.
result The singular values of random feature matrices concentrate near their full expectation and near one with high probability.

The paper analyzes ridge regression with random features for non-identically distributed data.

problem Analyzing ridge regression performance for data with heterogeneous variance profiles.
method Combining linear-plus-chaos approximation and operator-valued free probability.
result Derives asymptotic equivalents for training and test risks under non-identically distributed data.

The paper analyzes the performance of random feature regression in high dimensions.

problem Understanding how model complexity and generalization depend on the number of parameters and sample size.
method Investigates random feature ridge regression (RFRR) and compares it to kernel ridge regression (KRR).
result RFRR exhibits a trade-off between approximation and generalization power, with a double descent phenomenon at a specific point.

The paper compares Bayesian uncertainty to MAP estimator in random features regression.

problem Comparing Bayesian uncertainty to MAP estimator in random features regression.
method Analyzing the variance of the posterior predictive distribution and comparing it to the risk of the MAP estimator.
result Asymptotic agreement between Bayesian uncertainty and MAP estimator under specific signal-to-noise ratios and sample sizes.

The paper studies multiple descent in multi-component prediction models.

problem Understanding the risk curves in multi-component prediction models.
method Investigates a 'double random feature model' and 'multiple random feature model' in ridge regression.
result Risk curves of multi-component prediction models can exhibit multiple descents.

We study the generalization properties of ridge regression with random features in the statistical learning framework. We show for the first time that O(1/n)O(1/\sqrt{n}) learning bounds can be achieved with only O(nlogn)O(\sqrt{n}\log n) random features rather than O(n)O({n}) as suggested by previous results. Further, we prove fa…

2016-02-14abs ↗pdf ↗

Optimal AFs minimize RFR test error and sensitivity.

problem Finding optimal AFs for RFR to minimize test error and sensitivity.
method Closed-form solution for AFs minimizing test error and sensitivity under different functional parsimony.
result Optimal AFs can be linear, saturated linear, or Hermite polynomial expressions.

Unified derivation of high-dimensional linear models using stochastic gradient descent.

problem Performance analysis of high-dimensional linear models trained with stochastic gradient descent.
method Derivation of a deterministic equivalence for the two-point function of a random matrix resolvent.
result Unified understanding of model performance including previously known and novel results.

RFRBoost uses random features to boost deep residual neural networks, improving performance and computational efficiency.

problem Improving performance of deep residual neural networks (RFNNs) while preserving convex optimization benefits.
method Random Feature Representation Boosting (RFRBoost) using boosting theory and random features at each layer.
result RFRBoost significantly outperforms RFNNs and end-to-end trained MLP ResNets in small- to medium-scale tabular datasets.

New method improves Gaussian kernel approximations for high-frequency data.

problem Limited scalability of kernel-based models to large data sets.
method Local random feature approximations using Maclaurin expansions and polynomial sketches.
result Significant improvement in kernel approximations and downstream performance for high-frequency data.

Paper analyzes error bounds for learning with vector-valued RF, improving existing analyses.

problem Learning with vector-valued random features in infinite-dimensional settings.
method Direct analysis of risk functional, avoiding random matrix theory.
result Strong consistency and minimax optimal convergence rates established.

Analyzes neural networks using linear models to understand their behavior.

problem Understanding multi-layer neural networks through linear models.
method Recalls and reviews four models: linear regression with concentrated features, kernel ridge regression, random feature model, and neural tangent model.
result Highlights limitations of linear theory and discusses approaches to overcome them.

Study shows RFRR's effectiveness with nearly orthogonal data in overparameterized settings.

problem Understanding the effectiveness of random feature regression with nearly orthogonal data.
method Investigates RFRR with nearly orthogonal deterministic unit-length input data vectors in the overparameterized regime.
result Shows high-probability non-asymptotic concentration results for RFRR's training, cross-validation, and generalization errors.

The study proves Gaussian universality of deep random features learning.

problem Understanding the test error in deep random features learning.
method Proving Gaussian universality of test error in ridge regression and arbitrary convex losses.
result Sharp asymptotic formula for test error in ridge regression setting.

New method optimizes hyperparameters for randomized algorithms like random feature regression.

problem Optimizing hyperparameters in randomized algorithms is challenging due to their stochastic nature.
method Introduced a random objective function and used ensemble Kalman inversion (EKI) for gradient-free optimization.
result Demonstrated successful optimization of hyperparameters in various randomized algorithms.

SRF improves kernel approximation and GP regression performance.

problem Efficient kernel approximation and Bayesian kernel learning in large-scale regression problems.
method Stein variational gradient descent to generate high-quality random features and approximate spectral measure posteriors.
result SRF outperforms traditional approaches in kernel approximation and GP regression.

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.

Study on RF regression with SGD shows double descent phenomenon.

problem Understanding generalization in RF models trained with SGD.
method Precise non-asymptotic error bounds derived for RF regression under constant and polynomial-decay step-size SGD.
result RF regression generalizes well for interpolation learning and exhibits double descent behavior.

More features and data lead to better model performance in random feature regression.

problem Improving model performance in random feature regression.
method Theoretical analysis of random feature regression, demonstrating the benefits of overparameterization, overfitting, and more data.
result Infinite width RF architectures are preferable to those of any finite width, and training to near-zero training loss is obligatory for near-optimal performance.

Study compares random and learned features in deep Bayesian linear models.

problem Understanding how feature learning affects generalization in deep learning.
method Comparing deep random feature models to deep networks with trained layers.
result Random feature models can display double-descent behavior, while deep networks do not.

Lower bound proves ridgeless regression performs poorly near interpolation threshold.

problem Proving performance of ridgeless regression near interpolation threshold.
method Distribution-independent lower bound for mean squared error in noisy ridgeless linear regression.
result Lower bound implies ridgeless regression performs poorly near interpolation threshold.

Distributed learning with random features and gradient descent improves performance and reduces memory usage.

problem Improving generalization in decentralized learning with limited memory.
method Distributed Gradient Descent with Random Features and Implicit Regularization.
result High probability bounds on predictive performance with optimal statistical rates.

Deep random feature models are analyzed for their performance with exact asymptotic expressions.

problem Understanding the performance of deep random feature models.
method Established a novel universality result and used the convex Gaussian Min-Max theorem.
result Exact asymptotic expressions for the performance of deep random feature models are derived.

Bayesian Additive Distribution Regression (DistBART) predicts distributions from grouped data.

problem Predicting distributions from grouped data with varying characteristics.
method Bayesian nonparametric approach using BART for modeling the regression function.
result Empirical and theoretical evidence supports DistBART's effectiveness in learning from low-dimensional marginals.

A novel model uses ODE-based random features to model nonlinear dynamical systems.

problem Modeling highly nonlinear dynamical systems with uncertainty quantification.
method Compositions of physics-informed random features derived from ODEs, combined with deep Gaussian processes and approximate Bayesian inference.
result The model effectively captures nonlinear behavior in real-world multivariate time series data and achieves comparable performance to other models on benchmark tasks.

Quantum algorithm speeds up learning from big data exponentially.

problem Scalable learning from big data with optimized random features.
method Quantum algorithm for sampling optimized random features.
result Exponential speedup in runtime compared to classical algorithms.

We demonstrate that distributed block coordinate descent can quickly solve kernel regression and classification problems with millions of data points. Armed with this capability, we conduct a thorough comparison between the full kernel, the Nyström method, and random features on three large classification tasks from va…

2016-02-17abs ↗pdf ↗

Ensembles of random-feature models can't outperform a single large model.

problem Finding the optimal balance between model size and ensemble size.
method Deterministic equivalent risk estimates and scaling laws analysis.
result Ensembles of random-feature models achieve near-optimal performance only under specific conditions.

New RFs reduce kernel approximation variance and improve Transformer performance.

problem Efficient approximation of Gaussian and softmax kernels for kernel methods and Transformers.
method Parameterized, positive, non-trigonometric RFs optimized for variance reduction.
result Significant variance reduction in practice, outperforming previous methods.

Improved machine learning models outperform their simpler counterparts by using imperfect labels.

problem Improving model performance using imperfect labels.
method Random feature ridge regression (RFRR) with a deterministic equivalent for excess test error.
result The student model can outperform the teacher model regardless of the teacher's scaling law, achieving the minimax optimal rate.

Ridge regression reveals surprising high-dimensional behaviors via random matrix theory.

problem Understanding power-law scalings in high-dimensional regression models.
method Random matrix theory and free probability.
result Analytic formulas for training and generalization errors derived from SS-transform.