arXiv Statistics ML

Handling Covariate Mismatch in Collaborative Linear Prediction

The paper addresses the problem of covariate mismatch in collaborative linear prediction, where different centers collect different sets of features. It proposes estimators that leverage information across centers under center-wise MCAR missingness, including a plug‑in estimator for low dimensions and an impute‑then‑regress strategy with ridge regularization for higher dimensions. All methods comply with federated learning constraints, exchanging only aggregated statistics, and the authors provide theoretical learning rates and numerical validation.

arXiv Machine Learning
Oct 7

Assumption-lean logistic regression with missing covariates

arXiv:2610.07292v1 Announce Type: cross Abstract: Missing covariates are frequently encountered in supervised learning problems, and classical methods for estimation using such data use carefully cho...

By Jyotishka Ray Choudhury, Kabir Aladin Verchand, Richard J. Samworth, Ashwin Pananjady
arXiv AI
Sep 24

Fed-ReMasker: Federated Tabular Imputation under Feature-Level Missingness

Fed-ReMasker is a federated learning approach that adapts the ReMasker masked autoencoder for tabular data imputation, specifically addressing feature-level missingness where entire features are absent at some centers. The method enables centers to impute unobserved features by leveraging knowledge from collaborating institutions. In benchmark tests on synthetic and real-world datasets, Fed-ReMasker achieves the lowest imputation error in the majority of scenarios and remains robust to client heterogeneity, closely matching the performance of a centralized model.

By Ioannis Papathanail, Rooholla Poursoleymani, Lubnaa Abdur Rahman, Stavroula Georgia Mougiakakou
arXiv Machine Learning
Oct 2

Hybrid Methods for Robust Tabular Data Imputation

The paper introduces two hybrid imputation methods, NuclearForest and SoftForest, that combine a low‑rank initialization (using Singular Value Thresholding or SoftImpute) with a single Random Forest refinement. These methods capture global covariance patterns and local nonlinear dependencies, respectively, and are benchmarked against seven existing techniques across MCAR, MAR, and MNAR scenarios. Results show comparable or superior imputation accuracy to state‑of‑the‑art iterative methods while achieving significant speedups of roughly 5.8× and 9.5× over MissForest.

By Jinwei Li, Michelle Bruch, Daniel Tenbrinck
arXiv Statistics ML
Sep 22

Doubly robust target inference for generalized linear regression with completely missing covariates

arXiv:2609.24086v1 Announce Type: cross Abstract: Large-scale multipurpose cohort studies and biobanks often omit covariates needed for specific downstream analyses. We study target-population infere...

By Huali Zhao (School of Mathematics and Statistics, Huazhong University of Science and Technology), Ke Deng (Department of Statistics and Data Science, Tsinghua University)
arXiv Machine Learning
Sep 30

High-Dimensional Partial Least Squares: Spectral Analysis and Fundamental Limitations

The paper investigates Partial Least Squares (PLS) in high-dimensional settings, focusing on a model where two data matrices share a low-rank latent structure plus individual-specific components. By analyzing the singular vectors of the cross‑covariance matrix with random matrix theory, the authors derive asymptotic characterizations of how well the estimated latent directions align with the true ones. They show that the PLS variant based on Singular Value Decomposition (PLS‑SVD) outperforms separate principal component analysis in detecting the common latent subspace, while also identifying regimes where PLS‑SVD behaves counter‑intuitively or reaches fundamental limits.

By Victor L\'eger, Florent Chatelain