arXiv:2302. 06578v4 Announce Type: replace-cross Abstract: We provide uniform confidence bands for kernel ridge regression (KRR), a widely used nonparametric regression estimator for nonstandard data such as preferences, sequences, and graphs.
arXiv:2608. 04860v1 Announce Type: cross Abstract: This paper develops procedures for nonparametric goodness-of-fit testing under covariate shift, where labelled data are drawn from a source population but goodness-of-fit is evaluated for a target population.
arXiv:2603. 05691v3 Announce Type: replace Abstract: It is increasingly common in machine learning to use learned models to label data and then employ such data to train more capable models.
arXiv:2608. 02539v1 Announce Type: cross Abstract: We present a simple Gaussian approximation to the finite-sample distribution of the classical ridge regression estimator.
arXiv:2607. 26065v1 Announce Type: cross Abstract: We study kernel ridge regression for nonparametric regression over the H\"older-Zygmund class.
arXiv:2502. 11331v4 Announce Type: replace-cross Abstract: The proliferation of data has sparked significant interest in leveraging findings from one study to estimate treatment effects in a different target population without direct outcome observations.
arXiv:2606. 00512v1 Announce Type: new Abstract: In many modern machine learning pipelines, abundant pretrained representations serve as noisy proxy covariates, while task-specific labels remain scarce.
arXiv:2509. 17251v2 Announce Type: replace-cross Abstract: Existing theory suggests that for linear regression problems categorized by capacity and source conditions, gradient descent (GD) is always minimax optimal, while both ridge regression and online stochastic gradient descent (SGD) are polynomially suboptimal for certain categories of such problems.
arXiv:2607. 04431v2 Announce Type: replace-cross Abstract: Quantile regression provides a powerful tool for summarizing the conditional distribution of a real-valued random variable (r.
arXiv:2606. 00322v1 Announce Type: new Abstract: We introduce a perturbative approach for nonparametric instrumental variable (NPIV) estimation.
arXiv:2608. 07281v1 Announce Type: cross Abstract: This paper investigates the asymptotic behavior of the out-of-sample prediction risk of the high-dimensional ridgeless least-squares estimator when the feature dimension $p$ and the sample size $n$ grow proportionally.
arXiv:2607. 24041v1 Announce Type: cross Abstract: Over-parameterized linear regression has been widely studied over the last decade.
arXiv:2510. 12249v2 Announce Type: replace Abstract: In performative learning, the data distribution reacts to the deployed model - for example, because strategic users adapt their features to game it - which creates a more complex dynamic than in classical supervised learning.