Regularized modal regression with data-dependent hypothesis spaces

2019 ◽  
Vol 17 (06) ◽  
pp. 1950047
Author(s):  
Yingjie Wang ◽  
Hong Chen ◽  
Biqin Song ◽  
Han Li
Keyword(s):  
Least Squares ◽  
Learning Community ◽  
Analysis Data ◽  
Learning Problems ◽  
Least Squares Regression ◽  
Conditional Mean ◽  
Learning Framework ◽  
Proposed Model ◽  
Modal Regression ◽  
Mean Function

Modal regression aims at learning the conditional mode function, which is different from the traditional least-squares for approximating the conditional mean function. Due to its robust to complex noise and outliers, modal regression has attracted increasing attention recently in statistics and machine learning community. However, most of the previous modal regression models are limited to learning framework with data-independent hypothesis spaces. Usually, the data-dependent hypothesis spaces can provide much flexibility and adaptivity for many learning problems. By employing data-dependent hypothesis spaces, we propose a new regularized modal regression and establish its generalization error analysis. Data experiments demonstrate the competitive performance of the proposed model over the related least-squares regression.

scholarly journals A Unified Approach to Robust, Regression-Based Specification Tests

1990 ◽  
Vol 6 (1) ◽  
pp. 17-43 ◽  
Author(s):  
Jeffrey M. Wooldridge
Keyword(s):  
Least Squares ◽  
Robust Regression ◽  
Nonlinear Least Squares ◽  
Ordinary Least Squares ◽  
Conditional Variance ◽  
Least Squares Regression ◽  
Specification Tests ◽  
Conditional Mean ◽  
Quasi Maximum Likelihood ◽  
Conditional Means

This paper develops a general approach to robust, regression-based specification tests for (possibly) dynamic econometric models. A useful feature of the proposed tests is that, in addition to estimation under the null hypothesis, computation requires only a matrix linear least-squares regression and then an ordinary least-squares regression similar to those employed in popular nonrobust tests. For the leading cases of conditional mean and/or conditional variance tests, the proposed statistics are robust to departures from distributional assumptions that are not being tested, while maintaining asymptotic efficiency under ideal conditions. Moreover, the statistics can be computed using any √T-consistent estimator, resulting in significant simplifications in some otherwise difficult contexts. Among the examples covered are conditional mean tests for models estimated by weighted nonlinear least squares under misspecification of the conditional variance, tests of jointly parameterized conditional means and variances estimated by quasi-maximum likelihood under nonnormality, and some robust specification tests for a dynamic linear model estimated by two-stage least squares.

scholarly journals Adaptive Semi-Supervised Learning with Discriminative Least Squares Regression

2017 ◽  
Author(s):  
Minnan Luo ◽  
Lingling Zhang ◽  
Feiping Nie ◽  
Xiaojun Chang ◽  
Buyue Qian ◽  
...  
Keyword(s):  
Least Squares ◽  
Supervised Learning ◽  
Closed Form Solution ◽  
Form Solution ◽  
Training Data ◽  
Least Squares Regression ◽  
Adaptive Parameter ◽  
Proposed Model ◽  
Benchmark Datasets ◽  
Multi Class Classification

Semi-supervised learning plays a significant role in multi-class classification, where a small number of labeled data are more deterministic while substantial unlabeled data might cause large uncertainties and potential threats. In this paper, we distinguish the label fitting of labeled and unlabeled training data through a probabilistic vector with an adaptive parameter, which always ensures the significant importance of labeled data and characterizes the contribution of unlabeled instance according to its uncertainty. Instead of using traditional least squares regression (LSR) for classification, we develop a new discriminative LSR by equipping each label with an adjustment vector. This strategy avoids incorrect penalization on samples that are far away from the boundary and simultaneously facilitates multi-class classification by enlarging the geometrical distance of instances belonging to different classes. An efficient alternative algorithm is exploited to solve the proposed model with closed form solution for each updating rule. We also analyze the convergence and complexity of the proposed algorithm theoretically. Experimental results on several benchmark datasets demonstrate the effectiveness and superiority of the proposed model for multi-class classification tasks.

Use of reflectance spectroscopy to estimate the organic carbon and CaCO3 contents of soils

2012 ◽  
Vol 61 (2) ◽  
pp. 277-290 ◽  
Author(s):  
Ádám Csorba ◽  
Vince Láng ◽  
László Fenyvesi ◽  
Erika Michéli
Keyword(s):  
Organic Carbon ◽  
Least Squares ◽  
Partial Least Squares ◽  
Partial Least Squares Regression ◽  
Mean Squared Error ◽  
Reflectance Spectroscopy ◽  
Least Squares Regression ◽  
Root Mean Squared Error ◽  
Squared Error

Napjainkban egyre nagyobb igény mutatkozik olyan technológiák és módszerek kidolgozására és alkalmazására, melyek lehetővé teszik a gyors, költséghatékony és környezetbarát talajadat-felvételezést és kiértékelést. Ezeknek az igényeknek felel meg a reflektancia spektroszkópia, mely az elektromágneses spektrum látható (VIS) és közeli infravörös (NIR) tartományában (350–2500 nm) végzett reflektancia-mérésekre épül. Figyelembe véve, hogy a talajokról felvett reflektancia spektrum információban nagyon gazdag, és a vizsgált tartományban számos talajalkotó rendelkezik karakterisztikus spektrális „ujjlenyomattal”, egyetlen görbéből lehetővé válik nagyszámú, kulcsfontosságú talajparaméter egyidejű meghatározása. Dolgozatunkban, a reflektancia spektroszkópia alapjaira helyezett, a talajok ösz-szetételének meghatározását célzó módszertani fejlesztés első lépéseit mutatjuk be. Munkánk során talajok szervesszén- és CaCO3-tartalmának megbecslését lehetővé tévő többváltozós matematikai-statisztikai módszerekre (részleges legkisebb négyzetek módszere, partial least squares regression – PLSR) épülő prediktív modellek létrehozását és tesztelését végeztük el. A létrehozott modellek tesztelése során megállapítottuk, hogy az eljárás mindkét talajparaméter esetében magas R2értéket [R2(szerves szén) = 0,815; R2(CaCO3) = 0,907] adott. A becslés pontosságát jelző közepes négyzetes eltérés (root mean squared error – RMSE) érték mindkét paraméter esetében közepesnek mondható [RMSE (szerves szén) = 0,467; RMSE (CaCO3) = 3,508], mely a reflektancia mérési előírások standardizálásával jelentősen javítható. Vizsgálataink alapján arra a következtetésre jutottunk, hogy a reflektancia spektroszkópia és a többváltozós kemometriai eljárások együttes alkalmazásával, gyors és költséghatékony adatfelvételezési és -értékelési módszerhez juthatunk.

Speech Emotion Recognition Based on Sparse Representation

2013 ◽  
Vol 38 (4) ◽  
pp. 465-470 ◽  
Author(s):  
Jingjie Yan ◽  
Xiaolan Wang ◽  
Weiyi Gu ◽  
LiLi Ma
Keyword(s):  
Dimensionality Reduction ◽  
Emotion Recognition ◽  
Least Squares ◽  
Partial Least Squares ◽  
Partial Least Squares Regression ◽  
Speech Emotion Recognition ◽  
Least Squares Regression ◽  
Computer Science Pedagogy ◽  
Reduction Methods ◽  
Analysis Computer

Abstract Speech emotion recognition is deemed to be a meaningful and intractable issue among a number of do- mains comprising sentiment analysis, computer science, pedagogy, and so on. In this study, we investigate speech emotion recognition based on sparse partial least squares regression (SPLSR) approach in depth. We make use of the sparse partial least squares regression method to implement the feature selection and dimensionality reduction on the whole acquired speech emotion features. By the means of exploiting the SPLSR method, the component parts of those redundant and meaningless speech emotion features are lessened to zero while those serviceable and informative speech emotion features are maintained and selected to the following classification step. A number of tests on Berlin database reveal that the recogni- tion rate of the SPLSR method can reach up to 79.23% and is superior to other compared dimensionality reduction methods.

An Approach of the Madeira Wine Chemistry

Beverages ◽  
2020 ◽  
Vol 6 (1) ◽  
pp. 12 ◽  
Author(s):  
Rosa Perestrelo ◽  
Catarina Silva ◽  
Carolina Gonçalves ◽  
Mariangie Castillo ◽  
José S. Câmara
Keyword(s):  
Mass Spectrometry ◽  
Gas Chromatography ◽  
Least Squares ◽  
Partial Least Squares ◽  
Chemical Reactions ◽  
Ageing Process ◽  
Gas Chromatography Mass Spectrometry ◽  
Wine Aroma ◽  
Least Squares Regression ◽  
Volatile Composition

Madeira wine is a fortified Portuguese wine, which has a crucial impact on the Madeira Island economy. The particular properties of Madeira wine result from the unique and specific winemaking and ageing processes that promote the occurrence of chemical reactions among acids, sugars, alcohols, and polyphenols, which are important to the extraordinary quality of the wine. These chemical reactions contribute to the appearance of novel compounds and/or the transformation of others, consequently promoting changes in qualitative and quantitative volatile and non-volatile composition. The current review comprises an overview of Madeira wines related to volatile (e.g., terpenes, norisoprenoids, alcohols, esters, fatty acids) and non-volatile composition (e.g., polyphenols, organic acids, amino acids, biogenic amines, and metals). Moreover, types of aroma compounds, the contribution of volatile organic compounds (VOCs) to the overall Madeira wine aroma, the change of their content during the ageing process, as well as the establishment of the potential ageing markers will also be reviewed. The viability of several analytical methods (e.g., gas chromatography-mass spectrometry (GC-MS), two-dimensional gas chromatography and time-of-flight mass spectrometry (GC×GC-ToFMS)) combined with chemometrics tools (e.g., partial least squares regression (PLS-R), partial least squares discriminant analysis (PLS-DA) was investigated to establish potential ageing markers to guarantee the Madeira wine authenticity. Acetals, furanic compounds, and lactones are the chemical families most commonly related with the ageing process.

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