惯性聚合 高效追踪和阅读你感兴趣的博客、新闻、科技资讯
阅读原文 在惯性聚合中打开

推荐订阅源

Apple Machine Learning Research
Apple Machine Learning Research
J
Java Code Geeks
博客园 - 聂微东
Microsoft Azure Blog
Microsoft Azure Blog
量子位
T
Tailwind CSS Blog
Vercel News
Vercel News
I
InfoQ
Stack Overflow Blog
Stack Overflow Blog
U
Unit 42
Engineering at Meta
Engineering at Meta
L
LangChain Blog
大猫的无限游戏
大猫的无限游戏
D
Docker
博客园_首页
P
Proofpoint News Feed
月光博客
月光博客
T
The Blog of Author Tim Ferriss
MyScale Blog
MyScale Blog
酷 壳 – CoolShell
酷 壳 – CoolShell
Martin Fowler
Martin Fowler
腾讯CDC
N
Netflix TechBlog - Medium
freeCodeCamp Programming Tutorials: Python, JavaScript, Git & More

math.ST updates on arXiv.org

What is Learnable in Valiant's Theory of the Learnable? Learning Perturbations to Extrapolate Your LLM Byzantine-Robust Distributed Sparse Learning Revisited The Sample Complexity of Multiple Change Point Identification under Bandit Feedback A proximal gradient algorithm for composite log-concave sampling Model-based Bootstrap of Controlled Markov Chains Approximation of Maximally Monotone Operators : A Graph Convergence Perspective Posterior Contraction Rates for Sparse Kolmogorov-Arnold Networks in Anisotropic Besov Spaces MIST: Reliable Streaming Decision Trees for Online Class-Incremental Learning via McDiarmid Bound A Spectral Framework for Closed-Form Relative Density Estimation Fast Rates for Offline Contextual Bandits with Forward-KL Regularization under Single-Policy Concentrability Higher-Order Equilibrium Tracking for EM-Compressible Online Estimation Scaling Limits of Long-Context Transformers A Note on Non-Negative $L_1$-Approximating Polynomials Susceptibilities and Patterning: A Primer on Linear Response in Bayesian Learning Linear Response Estimators for Singular Statistical Models Statistical inference with belief functions: A survey Robust stochastic first order methods in heavy-tailed noise via medoid mini-batch gradient sampling Every Feedforward Neural Network Definable in an o-Minimal Structure Has Finite Sample Complexity Adaptive auditing of AI systems with anytime-valid guarantees Locally Near Optimal Piecewise Linear Regression in High Dimensions via Difference of Max-Affine Functions Risk-Controlled Post-Processing of Decision Policies Covariate Balancing and Riesz Regression Should Be Guided by the Neyman Orthogonal Score in Debiased Machine Learning A Unified Pair-GRPO Family: From Implicit to Explicit Preference Constraints for Stable and General RL Alignment Time-Inhomogeneous Preconditioned Langevin Dynamics A Fine-Grained Understanding of Uniform Convergence for Halfspaces CITE: Anytime-Valid Statistical Inference in LLM Self-Consistency Ratio-based Loss Functions Optimal Confidence Band for Kernel Gradient Flow Estimator A renormalization-group inspired lattice-based framework for piecewise generalized linear models
Efficient and Adaptive Linear Regression in Semi-Supervis...
Abhishek Chakrabortty, Tianxi Cai · 2017-01-18 · via math.ST updates on arXiv.org

We consider the linear regression problem under semi-supervised settings wherein the available data typically consists of: (i) a small or moderate sized 'labeled' data, and (ii) a much larger sized 'unlabeled' data. Such data arises naturally from settings where the outcome, unlike the covariates, is expensive to obtain, a frequent scenario in modern studies involving large databases like electronic medical records (EMR). Supervised estimators like the ordinary least squares (OLS) estimator utilize only the labeled data. It is often of interest to investigate if and when the unlabeled data can be exploited to improve estimation of the regression parameter in the adopted linear model. In this paper, we propose a class of 'Efficient and Adaptive Semi-Supervised Estimators' (EASE) to improve estimation efficiency. The EASE are two-step estimators adaptive to model mis-specification, leading to improved (optimal in some cases) efficiency under model mis-specification, and equal (optimal) efficiency under a linear model. This adaptive property, often unaddressed in the existing literature, is crucial for advocating 'safe' use of the unlabeled data. The construction of EASE primarily involves a flexible 'semi-non-parametric' imputation, including a smoothing step that works well even when the number of covariates is not small; and a follow up 'refitting' step along with a cross-validation (CV) strategy both of which have useful practical as well as theoretical implications towards addressing two important issues: under-smoothing and over-fitting. We establish asymptotic results including consistency, asymptotic normality and the adaptive properties of EASE. We also provide influence function expansions and a 'double' CV strategy for inference. The results are further validated through extensive simulations, followed by application to an EMR study on auto-immunity.