1. Vector-Valued Least-Squares Regression under Output Regularity Assumptions
- Author
-
Brogat-Motte, Luc, Rudi, Alessandro, Brouard, Céline, Rousu, Juho, and d'Alché-Buc, Florence
- Subjects
Statistics - Machine Learning ,Computer Science - Machine Learning - Abstract
We propose and analyse a reduced-rank method for solving least-squares regression problems with infinite dimensional output. We derive learning bounds for our method, and study under which setting statistical performance is improved in comparison to full-rank method. Our analysis extends the interest of reduced-rank regression beyond the standard low-rank setting to more general output regularity assumptions. We illustrate our theoretical insights on synthetic least-squares problems. Then, we propose a surrogate structured prediction method derived from this reduced-rank method. We assess its benefits on three different problems: image reconstruction, multi-label classification, and metabolite identification.
- Published
- 2022