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| Main Authors: | , , |
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| Format: | Preprint |
| Published: |
2025
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/2511.03694 |
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| _version_ | 1866911386069630976 |
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| author | Li, Hao Sugasawa, Shonosuke Katayama, Shota |
| author_facet | Li, Hao Sugasawa, Shonosuke Katayama, Shota |
| contents | The Fréchet regression is a useful method for modeling random objects in a general metric space given Euclidean covariates. However, the conventional approach could be sensitive to outlying objects in the sense that the distance from the regression surface is large compared to the other objects. In this study, we develop a robust version of the global Fréchet regression by incorporating weight parameters into the objective function. We then introduce the Elastic net regularization, favoring a sparse vector of robust parameters to control the influence of outlying objects. We provide a computational algorithm to iteratively estimate the regression function and weight parameters, with providing a linear convergence property. We also propose the Bayesian information criterion to select the tuning parameters for regularization, which gives adaptive robustness along with observed data. The finite sample performance of the proposed method is demonstrated through numerical studies on matrix and distribution responses. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2511_03694 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Robust Global Fr'echet Regression via Weight Regularization Li, Hao Sugasawa, Shonosuke Katayama, Shota Computation The Fréchet regression is a useful method for modeling random objects in a general metric space given Euclidean covariates. However, the conventional approach could be sensitive to outlying objects in the sense that the distance from the regression surface is large compared to the other objects. In this study, we develop a robust version of the global Fréchet regression by incorporating weight parameters into the objective function. We then introduce the Elastic net regularization, favoring a sparse vector of robust parameters to control the influence of outlying objects. We provide a computational algorithm to iteratively estimate the regression function and weight parameters, with providing a linear convergence property. We also propose the Bayesian information criterion to select the tuning parameters for regularization, which gives adaptive robustness along with observed data. The finite sample performance of the proposed method is demonstrated through numerical studies on matrix and distribution responses. |
| title | Robust Global Fr'echet Regression via Weight Regularization |
| topic | Computation |
| url | https://arxiv.org/abs/2511.03694 |