Fréchet regression with implicit denoising and multicollinearity reduction

Fuente: arXiv
Saved in:
Bibliographic Details
Main Authors: Mansouri, Dou El Kefel, Benkabou, Seif-Eddine, Benabdeslem, Khalid
Format: Preprint
Published: 2024
Subjects:
Online Access:
Tags: Add Tag
No Tags, Be the first to tag this record!
_version_ 1866909556702969856
author Mansouri, Dou El Kefel
Benkabou, Seif-Eddine
Benabdeslem, Khalid
author_facet Mansouri, Dou El Kefel
Benkabou, Seif-Eddine
Benabdeslem, Khalid
contents Fréchet regression extends linear regression to model complex responses in metric spaces, making it particularly relevant for multi-label regression, where eachinstance can have multiple associated labels. However, addressing noise and dependencies among predictors within this framework remains un derexplored. In this paper, we present an extension of the Global Fréchet re gression model that enables explicit modeling of relationships between input variables and multiple responses. To address challenges arising from noise and multicollinearity, we propose a novel framework based on implicit regu larization, which preserves the intrinsic structure of the data while effectively capturing complex dependencies. Our approach ensures accurate and efficient modeling without the biases introduced by traditional explicit regularization methods. Theoretical guarantees are provided, and the performance of the proposed method is demonstrated through numerical experiments.
format Preprint
id arxiv_https___arxiv_org_abs_2412_18247
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Fréchet regression with implicit denoising and multicollinearity reduction
Mansouri, Dou El Kefel
Benkabou, Seif-Eddine
Benabdeslem, Khalid
Machine Learning
Artificial Intelligence
Fréchet regression extends linear regression to model complex responses in metric spaces, making it particularly relevant for multi-label regression, where eachinstance can have multiple associated labels. However, addressing noise and dependencies among predictors within this framework remains un derexplored. In this paper, we present an extension of the Global Fréchet re gression model that enables explicit modeling of relationships between input variables and multiple responses. To address challenges arising from noise and multicollinearity, we propose a novel framework based on implicit regu larization, which preserves the intrinsic structure of the data while effectively capturing complex dependencies. Our approach ensures accurate and efficient modeling without the biases introduced by traditional explicit regularization methods. Theoretical guarantees are provided, and the performance of the proposed method is demonstrated through numerical experiments.
title Fréchet regression with implicit denoising and multicollinearity reduction
topic Machine Learning
Artificial Intelligence
url https://arxiv.org/abs/2412.18247