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Research map / Learning theory and algorithms / Matrix and tensor methods

Wavelet regression and additive models for irregularly spaced data

NeurIPS 2018 · Learning theory and algorithms › Matrix and tensor methods · approach: Nonconvex low-rank and sparse optimization · 2 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use reverse interpolation from regular-grid fitted values to the observed irregular covariateswaveMesh · Univariate regression simulationsMSEMixed
Use waveMesh rather than AMlet for additive regressionAdditive simulation · n=64MSE: 10.76 (0.31) vs 100.48 (1.83)Helped
Use waveMesh rather than AMlet for additive regressionAdditive simulation · n=100, 128, 256, 500, 512MSE: 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); 4.0Helped
Use waveMesh rather than AMlet for additive predictionBoston housing · Boston housing test settest 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 simulationsMSE: 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 simulationsprediction errorHelped

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