Research map / Learning theory and algorithms / Matrix and tensor methods
Wavelet regression and additive models for irregularly spaced data
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Use reverse interpolation from regular-grid fitted values to the observed irregular covariates | waveMesh · Univariate regression simulations | MSE | Mixed |
| Use waveMesh rather than AMlet for additive regression | Additive simulation · n=64 | MSE: 10.76 (0.31) vs 100.48 (1.83) | Helped |
| Use waveMesh rather than AMlet for additive regression | Additive simulation · n=100, 128, 256, 500, 512 | MSE: 11.35 (0.33) vs 34.58 (1.05); 8.82 (0.24) vs 45.49 (1.09); 5.45 (0.11) vs 19.57 (0.33); 4.34 (0.08) vs 10.67 (0.12); 4.0 | Helped |
| Use waveMesh rather than AMlet for additive prediction | Boston housing · Boston housing test set | test error: 21.2 (standard error 0.34) vs 25.1 (standard error 0.42) | Helped |
| Reduce the grid size to K=2^5 or K=2^6 (ablation) | waveMesh · Univariate simulations | MSE: 0.66 vs 0.70 (Sine, n=256); 4.81 vs 3.47 (Bumps, n=256) | Mixed |
| Use a weighted l1 penalty by wavelet resolution level (ablation) | waveMesh · Prediction error simulations | prediction error | Helped |
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