Supervised Learning
A.1 ThePólya-Gammaaugmentation A random variableω has a Pólya-Gamma distribution if it can be written as an infinite sum of independentgammarandomvariables: ω D = 1 2π2 X
GivenatrainingdatasetD =(X,y)offeaturesandcorresponding labels from {1, ..., T} classes,D is partitioned recursively to two subsets, according to classes, at each tree level until reaching leaf nodes with data from only one class. More concretely, initially, feature vectors for all samples are obtained (using a NN), then a class prototype is generated by averaging the feature vectors belonging to the same class for all classes.
Metric space valued Fréchet regression
Györfi, László, Humbert, Pierre, Bars, Batiste Le
We consider the problem of estimating the Fréchet and conditional Fréchet mean from data taking values in separable metric spaces. Unlike Euclidean spaces, where well-established methods are available, there is no practical estimator that works universally for all metric spaces. Therefore, we introduce a computable estimator for the Fréchet mean based on random quantization techniques and establish its universal consistency across any separable metric spaces. Additionally, we propose another estimator for the conditional Fréchet mean, leveraging data-driven partitioning and quantization, and demonstrate its universal consistency when the output space is any Banach space.