In this paper, we show that, in vector-to-vector regression utilizing deep neural networks (DNNs), a generalized loss of mean absolute error (MAE) between the predicted and expected feature vectors is upper bounded by the sum of an approximation error, an estimation error, and an optimization error. Leveraging upon error decomposition techniques in statistical learning theory and non-convex optimization theory, we derive upper bounds for each of the three aforementioned errors and impose necessary constraints on DNN models. Moreover, we assess our theoretical results through a set of image de-noising and speech enhancement experiments. Our proposed upper bounds of MAE for DNN based vector-to-vector regression are corroborated by the experimental results and the upper bounds are valid with and without the "over-parametrization" technique.
We study in this paper the consequences of using the Mean Absolute Percentage Error (MAPE) as a measure of quality for regression models. We show that finding the best model under the MAPE is equivalent to doing weighted Mean Absolute Error (MAE) regression. We show that universal consistency of Empirical Risk Minimization remains possible using the MAPE instead of the MAE.
We study in this paper the consequences of using the Mean Absolute Percentage Error (MAPE) as a measure of quality for regression models. We prove the existence of an optimal MAPE model and we show the universal consistency of Empirical Risk Minimization based on the MAPE. We also show that finding the best model under the MAPE is equivalent to doing weighted Mean Absolute Error (MAE) regression, and we apply this weighting strategy to kernel regression. The behavior of the MAPE kernel regression is illustrated on simulated data.
George Mason University（乔治梅森大学）；University of California, Berkeley（加州大学伯克利分校）
Consider a regression problem where the learner is given a large collection of $d$-dimensional data points, but can only query a small subset of the real-valued labels. How many queries are needed to obtain a $1+ε$ relative error approximation of the optimum? While this problem has been extensively studied for least squares regression, little is known for other losses. An important example is least absolute deviation regression ($\ell_1$ regression) which enjoys superior robustness to outliers compared to least squares. We develop a new framework for analyzing importance sampling methods in re…
We study in this paper the consequences of using the Mean Absolute Percentage Error (MAPE) as a measure of quality for regression models. We show that finding the best model under the MAPE is equivalent to doing weighted Mean Absolute Error (MAE) regression. We also show that, under some asumptions, universal consistency of Empirical Risk Minimization remains possible using the MAPE.
Decision trees with binary splits are popularly constructed using Classification and Regression Trees (CART) methodology. For binary classification and regression models, this approach recursively divides the data into two near-homogenous daughter nodes according to a split point that maximizes the reduction in sum of squares error (the impurity) along a particular variable. This paper aims to study the bias and adaptive properties of regression trees constructed with CART. In doing so, we derive an interesting connection between the bias and the mean decrease in impurity (MDI) measure of vari…
The network Lasso (nLasso) has been proposed recently as an efficient learning algorithm for massive networked data sets (big data over networks). It extends the well-known least absolute shrinkage and selection operator (Lasso) from learning sparse (generalized) linear models to network models. Efficient implementations of the nLasso have been obtained using convex optimization methods lending to scalable message passing protocols. In this paper, we analyze the statistical properties of nLasso when applied to localized linear regression problems involving networked data. Our main result is a …
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 could be heavy-tailed, we propose a truncated minimization problem, and demonstrate that it enjoys an $\widetilde{O}(\sqrt{d/n})$ excess risk, where $d$ is the dimensionality and $n$ is the number of samples. Compared with traditional work on $\ell_1$-regression, the main advantag…
In this paper we analyze boosting algorithms in linear regression from a new perspective: that of modern first-order methods in convex optimization. We show that classic boosting algorithms in linear regression, namely the incremental forward stagewise algorithm (FS$_\varepsilon$) and least squares boosting (LS-Boost($\varepsilon$)), can be viewed as subgradient descent to minimize the loss function defined as the maximum absolute correlation between the features and residuals. We also propose a modification of FS$_\varepsilon$ that yields an algorithm for the Lasso, and that may be easily ext…
In this expository note we describe a surprising phenomenon in overparameterized linear regression, where the dimension exceeds the number of samples: there is a regime where the test risk of the estimator found by gradient descent increases with additional samples. In other words, more data actually hurts the estimator. This behavior is implicit in a recent line of theoretical works analyzing "double-descent" phenomenon in linear models. In this note, we isolate and understand this behavior in an extremely simple setting: linear regression with isotropic Gaussian covariates. In particular, th…
University of Maryland（马里兰大学）；Joint Center for Quantum Information and Computer Science, University of Maryland（马里兰大学量子信息与计算机科学联合中心）；JPMorgan Chase & Co.（摩根大通公司）；Tsinghua University（清华大学）
A quantum neural network (QNN) is a parameterized mapping efficiently implementable on near-term Noisy Intermediate-Scale Quantum (NISQ) computers. It can be used for supervised learning when combined with classical gradient-based optimizers. Despite the existing empirical and theoretical investigations, the convergence of QNN training is not fully understood. Inspired by the success of the neural tangent kernels (NTKs) in probing into the dynamics of classical neural networks, a recent line of works proposes to study over-parameterized QNNs by examining a quantum version of tangent kernels. I…
Linear regression models, especially the extended STIRPAT model, are routinely-applied for analyzing carbon emissions data. However, since the relationship between carbon emissions and the influencing factors is complex, fitting a simple parametric model may not be an ideal solution. This paper investigated various nonparametric approaches in statistics and machine learning (ML) for modeling carbon emissions data, including kernel regression, random forest and neural network. We selected data from ten Chinese cities from 2005 to 2019 for modeling studies. We found that neural network had the b…
Alternate loss functions and regression models that achieve robustness to outliers by modulating the learning rate
organization= School of Electrical Engineering , addressline= Vellore Institute of Technology , city= Vellore , postcode= 632 014 , state= Tamil Nadu , country= India；organization= School of Computer Science；Engineering , addressline= Vellore Institute of Technology , city= Vellore , postcode= 632 014 , state= Tamil Nadu , country= India
Georgia Institute of Technology（佐治亚理工学院）；University of Science and Technology of China（中国科学技术大学）
In this paper, we exploit the properties of mean absolute error (MAE) as a loss function for the deep neural network (DNN) based vector-to-vector regression. The goal of this work is two-fold: (i) presenting performance bounds of MAE, and (ii) demonstrating new properties of MAE that make it more appropriate than mean squared error (MSE) as a loss function for DNN based vector-to-vector regression. First, we show that a generalized upper-bound for DNN-based vector- to-vector regression can be ensured by leveraging the known Lipschitz continuity property of MAE. Next, we derive a new generalize…
Neural network training process takes long time when the size of training data is huge, without the large set of training values the neural network is unable to learn features. This dilemma between time and size of data is often solved using fast GPUs, but we present a better solution for a subset of those problems. To reduce the time for training a regression model using neural network we introduce a loss function called Nth Absolute Root Mean Error (NARME). It helps to train regression models much faster compared to other existing loss functions. Experiments show that in most use cases NARME…
Neuqua Valley High School（纽卡谷高中）；University of Connecticut（康涅狄格大学）
The pricing of housing properties is determined by a variety of factors. However, post-pandemic markets have experienced volatility in the Chicago suburb area, which have affected house prices greatly. In this study, analysis was done on the Naperville/Bolingbrook real estate market to predict property prices based on these housing attributes through machine learning models, and to evaluate the effectiveness of such models in a volatile market space. Gathering data from Redfin, a real estate website, sales data from 2018 up until the summer season of 2022 were collected for research. By analyz…
Air quality monitoring is becoming an essential task with rising awareness about air quality. Low cost air quality sensors are easy to deploy but are not as reliable as the costly and bulky reference monitors. The low quality sensors can be calibrated against the reference monitors with the help of deep learning. In this paper, we translate the task of sensor calibration into a semi-supervised domain adaptation problem and propose a novel solution for the same. The problem is challenging because it is a regression problem with covariate shift and label gap. We use histogram loss instead of mea…
Google LLC（谷歌有限责任公司）；Apple Inc（苹果公司）；Duke University（杜克大学）；University of Maryland College Park（马里兰大学帕克分校）
This paper proposes a novel kernel-based optimization scheme to handle tasks in the analysis, e.g., signal spectral estimation and single-channel source separation of 1D non-stationary oscillatory data. The key insight of our optimization scheme for reconstructing the time-frequency information is that when a nonparametric regression is applied on some input values, the output regressed points would lie near the oscillatory pattern of the oscillatory 1D signal only if these input values are a good approximation of the ground-truth phase function. In this work, Gaussian Process (GP) is chosen t…
INRIA（法国国家信息与自动化研究所）；École normale supérieure（巴黎高等师范学院）；CNRS（法国国家科学研究中心）；PSL Research University（巴黎文理研究大学）；Télécom ParisTech（巴黎高等电信学院）；Université Paris-Saclay（巴黎萨克雷大学）
Many of the ordinal regression models that have been proposed in the literature can be seen as methods that minimize a convex surrogate of the zero-one, absolute, or squared loss functions. A key property that allows to study the statistical implications of such approximations is that of Fisher consistency. Fisher consistency is a desirable property for surrogate loss functions and implies that in the population setting, i.e., if the probability distribution that generates the data were available, then optimization of the surrogate would yield the best possible model. In this paper we will cha…
We propose a theoretical framework for an adaptive learning rate policy for the Mean Absolute Error loss function and Quantile loss function and evaluate its effectiveness for regression tasks. The framework is based on the theory of Lipschitz continuity, specifically utilizing the relationship between learning rate and Lipschitz constant of the loss function. Based on experimentation, we have found that the adaptive learning rate policy enables up to 20x faster convergence compared to a constant learning rate policy.
National Technical University of Athens（雅典国立技术大学）；Hellenic Air Force（希腊空军）；World Meteorological Organisation (WMO)（世界气象组织）；University of the West of England（西英格兰大学）
In this work, we present a regression-based ordinal regression algorithm for supervised classification of instances into ordinal categories. In contrast to previous methods, in this work the decision boundaries between categories are predefined, and the algorithm learns to project the input examples onto their appropriate scores according to these predefined boundaries. This is achieved by adding a novel threshold-based pairwise loss function that aims at minimizing the regression error, which in turn minimizes the Mean Absolute Error (MAE) measure. We implemented our proposed architecture-agn…
The Shapley value concept from cooperative game theory has become a popular technique for interpreting ML models, but efficiently estimating these values remains challenging, particularly in the model-agnostic setting. Here, we revisit the idea of estimating Shapley values via linear regression to understand and improve upon this approach. By analyzing the original KernelSHAP alongside a newly proposed unbiased version, we develop techniques to detect its convergence and calculate uncertainty estimates. We also find that the original version incurs a negligible increase in bias in exchange for…
Defense Innovation Institute, Chinese Academy of Military Science（中国人民解放军军事科学院国防科技创新研究院）；College of Aerospace Science and Engineering, National University of Defense Technology（国防科技大学空天科学学院）
Physics-informed neural networks (PINNs) have been proposed to solve two main classes of problems: data-driven solutions and data-driven discovery of partial differential equations. This task becomes prohibitive when such data is highly corrupted due to the possible sensor mechanism failing. We propose the Least Absolute Deviation based PINN (LAD-PINN) to reconstruct the solution and recover unknown parameters in PDEs - even if spurious data or outliers corrupt a large percentage of the observations. To further improve the accuracy of recovering hidden physics, the two-stage Median Absolute De…
Sharif University of Technology（谢里夫理工大学）；Hakim Sabzevari University（哈基姆萨布泽瓦尔大学）
Support vector machine modeling is a new approach in machine learning for classification showing good performance on forecasting problems of small samples and high dimensions. Later, it promoted to Support Vector Regression (SVR) for regression problems. A big challenge for achieving reliable is the choice of appropriate parameters. Here, a novel Golden sine algorithm (GSA) based SVR is proposed for proper selection of the parameters. For comparison, the performance of the proposed algorithm is compared with eleven other meta-heuristic algorithms on some historical stock prices of technologica…
