Regression
Online Gradient Boosting
Alina Beygelzimer, Elad Hazan, Satyen Kale, Haipeng Luo
We extend the theory of boosting for regression problems to the online learning setting. Generalizing from the batch setting for boosting, the notion of a weak learning algorithm is modeled as an online learning algorithm with linear loss functions that competes with a base class of regression functions, while a strong learning algorithm is an online learning algorithm with smooth convex loss functions that competes with a larger class of regression functions. Our main result is an online gradient boosting algorithm that converts a weak online learning algorithm into a strong one where the larger class of functions is the linear span of the base class. We also give a simpler boosting algorithm that converts a weak online learning algorithm into a strong one where the larger class of functions is the convex hull of the base class, and prove its optimality.
Mathematical Theory of Collinearity Effects on Machine Learning Variable Importance Measures
Bladen, Kelvyn K., Cutler, D. Richard, Wisler, Alan
In many machine learning problems, understanding variable importance is a central concern. Two common approaches are Permute-and-Predict (PaP), which randomly permutes a feature in a validation set, and Leave-One-Covariate-Out (LOCO), which retrains models after permuting a training feature. Both methods deem a variable important if predictions with the original data substantially outperform those with permutations. In linear regression, empirical studies have linked PaP to regression coefficients and LOCO to $t$-statistics, but a formal theory has been lacking. We derive closed-form expressions for both measures, expressed using square-root transformations. PaP is shown to be proportional to the coefficient and predictor variability: $\text{PaP}_i = ฮฒ_i \sqrt{2\operatorname{Var}(\mathbf{x}^v_i)}$, while LOCO is proportional to the coefficient but dampened by collinearity (captured by $ฮ$): $\text{LOCO}_i = ฮฒ_i (1 -ฮ)\sqrt{1 + c}$. These derivations explain why PaP is largely unaffected by multicollinearity, whereas LOCO is highly sensitive to it. Monte Carlo simulations confirm these findings across varying levels of collinearity. Although derived for linear regression, we also show that these results provide reasonable approximations for models like Random Forests. Overall, this work establishes a theoretical basis for two widely used importance measures, helping analysts understand how they are affected by the true coefficients, dimension, and covariance structure. This work bridges empirical evidence and theory, enhancing the interpretability and application of variable importance measures.
CINDES: Classification induced neural density estimator and simulator
Dai, Dehao, Fan, Jianqing, Gu, Yihong, Mukherjee, Debarghya
Neural network-based methods for (un)conditional density estimation have recently gained substantial attention, as various neural density estimators have outperformed classical approaches in real-data experiments. Despite these empirical successes, implementation can be challenging due to the need to ensure non-negativity and unit-mass constraints, and theoretical understanding remains limited. In particular, it is unclear whether such estimators can adaptively achieve faster convergence rates when the underlying density exhibits a low-dimensional structure. This paper addresses these gaps by proposing a structure-agnostic neural density estimator that is (i) straightforward to implement and (ii) provably adaptive, attaining faster rates when the true density admits a low-dimensional composition structure. Another key contribution of our work is to show that the proposed estimator integrates naturally into generative sampling pipelines, most notably score-based diffusion models, where it achieves provably faster convergence when the underlying density is structured. We validate its performance through extensive simulations and a real-data application.
Linear Regression in p-adic metric spaces
Baker, Gregory D., McCallum, Scott, Pattinson, Dirk
Many real-world machine learning problems involve inherently hierarchical data, yet traditional approaches rely on Euclidean metrics that fail to capture the discrete, branching nature of hierarchical relationships. We present a theoretical foundation for machine learning in p-adic metric spaces, which naturally respect hierarchical structure. Our main result proves that an n-dimensional plane minimizing the p-adic sum of distances to points in a dataset must pass through at least n + 1 of those points -- a striking contrast to Euclidean regression that highlights how p-adic metrics better align with the discrete nature of hierarchical data. As a corollary, a polynomial of degree n constructed to minimise the p-adic sum of residuals will pass through at least n + 1 points. As a further corollary, a polynomial of degree n approximating a higher degree polynomial at a finite number of points will yield a difference polynomial that has distinct rational roots. We demonstrate the practical significance of this result through two applications in natural language processing: analyzing hierarchical taxonomies and modeling grammatical morphology. These results suggest that p-adic metrics may be fundamental to properly handling hierarchical data structures in machine learning. In hierarchical data, interpolation between points often makes less sense than selecting actual observed points as representatives.
Provable In-Context Learning of Nonlinear Regression with Transformers
Li, Hongbo, Duan, Lingjie, Liang, Yingbin
The transformer architecture, which processes sequences of input tokens to produce outputs for query tokens, has revolutionized numerous areas of machine learning. A defining feature of transformers is their ability to perform previously unseen tasks using task specific prompts without updating parameters, a phenomenon known as in-context learning (ICL). Recent research has actively explored the training dynamics behind ICL, with much of the focus on relatively simple tasks such as linear regression and binary classification. To advance the theoretical understanding of ICL, this paper investigates more complex nonlinear regression tasks, aiming to uncover how transformers acquire in-context learning capabilities in these settings. We analyze the stage-wise dynamics of attention during training: attention scores between a query token and its target features grow rapidly in the early phase, then gradually converge to one, while attention to irrelevant features decays more slowly and exhibits oscillatory behavior. Our analysis introduces new proof techniques that explicitly characterize how the nature of general non-degenerate $L$-Lipschitz task functions affects attention weights. Specifically, we identify that the Lipschitz constant $L$ of nonlinear function classes as a key factor governing the convergence dynamics of transformers in ICL. Leveraging these insights, for two distinct regimes depending on whether $L$ is below or above a threshold, we derive different time bounds to guarantee near-zero prediction error. Notably, despite the convergence time depending on the underlying task functions, we prove that query tokens consistently attend to prompt tokens with highly relevant features at convergence, demonstrating the ICL capability of transformers for unseen functions.
Geometric Properties of Neural Multivariate Regression
Andriopoulos, George, Dong, Zixuan, Adhikari, Bimarsha, Ross, Keith
Neural multivariate regression underpins a wide range of domains such as control, robotics, and finance, yet the geometry of its learned representations remains poorly characterized. While neural collapse has been shown to benefit generalization in classification, we find that analogous collapse in regression consistently degrades performance. To explain this contrast, we analyze models through the lens of intrinsic dimension. Across control tasks and synthetic datasets, we estimate the intrinsic dimension of last-layer features (ID_H) and compare it with that of the regression targets (ID_Y). Collapsed models exhibit ID_H < ID_Y, leading to over-compression and poor generalization, whereas non-collapsed models typically maintain ID_H > ID_Y. For the non-collapsed models, performance with respect to ID_H depends on the data quantity and noise levels. From these observations, we identify two regimes (over-compressed and under-compressed) that determine when expanding or reducing feature dimensionality improves performance. Our results provide new geometric insights into neural regression and suggest practical strategies for enhancing generalization.
Robustness and sex differences in skin cancer detection: logistic regression vs CNNs
Pedersen, Nikolette, Sydendal, Regitze, Wulff, Andreas, Raumanns, Ralf, Petersen, Eike, Cheplygina, Veronika
Deep learning has been reported to achieve high performances in the detection of skin cancer, yet many challenges regarding the reproducibility of results and biases remain. This study is a replication (different data, same analysis) of a previous study on Alzheimer's disease detection, which studied the robustness of logistic regression (LR) and convolutional neural networks (CNN) across patient sexes. We explore sex bias in skin cancer detection, using the PAD-UFES-20 dataset with LR trained on handcrafted features reflecting dermatological guidelines (ABCDE and the 7-point checklist), and a pre-trained ResNet-50 model. We evaluate these models in alignment with the replicated study: across multiple training datasets with varied sex composition to determine their robustness. Our results show that both the LR and the CNN were robust to the sex distribution, but the results also revealed that the CNN had a significantly higher accuracy (ACC) and area under the receiver operating characteristics (AUROC) for male patients compared to female patients. The data and relevant scripts to reproduce our results are publicly available (https://github.com/