arXiv Machine Learning
Sep 21

Diagonalized Attention for Individualized Regression: Latent-Row Localization and Prediction

The paper introduces an individualized sparse regression framework for matrix‑valued covariates, where each observation has its own relevant rows while regression effects are shared across the population. It proposes a diagonalized attention mechanism that uses query–key scores to localize sample‑specific signal rows and a value matrix for downstream regression, achieving a parameter dimension independent of sample size. The authors provide existence theorems guaranteeing recovery of latent rows under score‑separation and concentration conditions, and demonstrate strong prediction, localization, and classification performance in simulations and real sentiment analysis.

By Borui Peng, Liwei Lin, Feifei Wang, Long Feng
arXiv Machine Learning
Sep 10

Multi-Task Learning with Covariate-Overlap Regularization

The paper introduces COVER, a multi‑task learning framework that regularizes covariate overlap to mitigate the negative effects of sharing information across tasks with differing covariate distributions and response relationships. COVER blends a common component function, a shared neural representation, and low‑dimensional task‑specific coefficients, using taskwise second‑moment matrices to guide coefficient integration. The authors provide theoretical bias‑variance analysis, oracle inequalities, and neural‑network convergence rates, and demonstrate that COVER outperforms existing deep‑learning and statistical integration methods in simulations and a GTEx central‑nervous‑system study.

By Yang Sui, Qi Xu, Yang Bai, Annie Qu