Lambert, Alex, Bouche, Dimitri, Szabo, Zoltan 
ORCID: 0000-0001-6183-7603 and d'Alché-Buc, Florence
(2022)
Functional output regression with infimal convolution: exploring the Huber and ε-insensitive losses.
Proceedings of Machine Learning Research, 162.
11844 - 1186.
ISSN 2640-3498
![[img]](http://eprints.lse.ac.uk/style/images/fileicons/text.png) |
Text (Szabo_functional-output-regression-conference-paper)
- Published Version
Download (2MB) |
Abstract
The focus of the paper is functional output regression (FOR) with convoluted losses. While most existing work consider the square loss setting, we leverage extensions of the Huber and the ε-insensitive loss (induced by infimal convolution) and propose a flexible framework capable of handling various forms of outliers and sparsity in the FOR family. We derive computationally tractable algorithms relying on duality to tackle the resulting tasks in the context of vector-valued reproducing kernel Hilbert spaces. The efficiency of the approach is demonstrated and contrasted with the classical squared loss setting on both synthetic and real-world benchmarks.
| Item Type: | Article |
|---|---|
| Official URL: | https://proceedings.mlr.press/v162/lambert22a.html |
| Additional Information: | © 2022 The Authors |
| Divisions: | Statistics |
| Subjects: | Q Science > QA Mathematics > QA75 Electronic computers. Computer science H Social Sciences > HA Statistics |
| Date Deposited: | 26 Jul 2022 09:24 |
| Last Modified: | 20 Dec 2024 00:57 |
| URI: | http://eprints.lse.ac.uk/id/eprint/115651 |
Actions (login required)
 |
View Item |
Download Statistics
Download Statistics