A reduced-rank approach to predicting multiple binary responses through machine learning
From MaRDI portal
Publication:6089192
Abstract: This paper investigates the problem of simultaneously predicting multiple binary responses by utilizing a shared set of covariates. Our approach incorporates machine learning techniques for binary classification, without making assumptions about the underlying observations. Instead, our focus lies on a group of predictors, aiming to identify the one that minimizes prediction error. Unlike previous studies that primarily address estimation error, we directly analyze the prediction error of our method using PAC-Bayesian bounds techniques. In this paper, we introduce a pseudo-Bayesian approach capable of handling incomplete response data. Our strategy is efficiently implemented using the Langevin Monte Carlo method. Through simulation studies and a practical application using real data, we demonstrate the effectiveness of our proposed method, producing comparable or sometimes superior results compared to the current state-of-the-art method.
Recommendations
- Bayesian classification based on multivariate binary data
- High-dimensional pseudo-logistic regression and classification with applications to gene expression data
- Leveraging mixed and incomplete outcomes via reduced-rank modeling
- Improving multilabel classification via heterogeneous ensemble methods
- Clustering of multivariate binary data with dimension reduction via \(L_{1}\)-regularized likelihood maximization
Cites work
- scientific article; zbMATH DE number 6388313 (Why is no real title available?)
- scientific article; zbMATH DE number 5544465 (Why is no real title available?)
- scientific article; zbMATH DE number 1332320 (Why is no real title available?)
- scientific article; zbMATH DE number 893887 (Why is no real title available?)
- scientific article; zbMATH DE number 7272386 (Why is no real title available?)
- 1-bit matrix completion: PAC-Bayesian analysis of a variational approximation
- A Bayesian approach for noisy matrix completion: optimal rate under general sampling distribution
- A General Framework for Updating Belief Distributions
- A PAC-Bayesian margin bound for linear classifiers
- A comparison of learning rate selection methods in generalized Bayesian inference
- Adaptation of the tuning parameter in general Bayesian inference with robust divergence
- Aggregation by exponential weighting, sharp PAC-Bayesian bounds and sparsity
- An introduction to envelopes. Dimension reduction for efficient estimation in multivariate statistics
- Bayesian assessment of dimensionality in reduced rank regression
- Bayesian methods for low-rank matrix estimation: short survey and theoretical study
- Bayesian reduced rank regression in econometrics
- Bayesian sparse multiple regression for simultaneous rank reduction and variable selection
- Bayesian sparse reduced rank multivariate regression
- Calibrating general posterior credible regions
- Estimating Linear Restrictions on Regression Coefficients for Multivariate Normal Distributions
- Exponential weights in multivariate regression and a low-rankness favoring prior
- Fast Low-Rank Bayesian Matrix Completion With Hierarchical Gaussian Prior Models
- General Bayesian Loss Function Selection and the use of Improper Models
- General Bayesian updating and the loss-likelihood bootstrap
- High-dimensional Bayesian inference via the unadjusted Langevin algorithm
- Inconsistency of Bayesian inference for misspecified linear models, and a proposal for repairing it
- Langevin diffusions and Metropolis-Hastings algorithms
- Leveraging mixed and incomplete outcomes via reduced-rank modeling
- Low-Rank Regression Models for Multiple Binary Responses and their Applications to Cancer Cell-Line Encyclopedia Data
- Modern Multivariate Statistical Techniques
- On the properties of variational approximations of Gibbs posteriors
- Optimal Scaling of Discrete Approximations to Langevin Diffusions
- Optimal selection of reduced rank estimators of high-dimensional matrices
- PAC-Bayesian Inequalities for Martingales
- PAC-Bayesian analysis of co-clustering and beyond
- Priors, posteriors and Bayes factors for a Bayesian analysis of cointegration
- Pseudo-Bayesian quantum tomography with rank-adaptation
- Ranking and empirical minimization of \(U\)-statistics
- Reduced rank regression via adaptive nuclear norm penalization
- Reduced-rank regression for the multivariate linear model
- Risk bounds for the majority vote: from a PAC-Bayesian analysis to a learning algorithm
- Robust reduced-rank regression
- Smooth discrimination analysis
- Sparse regression learning by aggregation and Langevin Monte-Carlo
- Statistical behavior and consistency of classification methods based on convex risk minimization.
- Statistical learning theory and stochastic optimization. Ecole d'Eté de Probabilitiés de Saint-Flour XXXI -- 2001.
- Upper bounds and aggregation in bipartite ranking
This page was built for publication: A reduced-rank approach to predicting multiple binary responses through machine learning
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6089192)
