3 papers
math.ST2020
Reduced Rank Multivariate Kernel Ridge Regression
Wenjia Wang, Yi-Hui Zhou
In the multivariate regression, also referred to as multi-task learning in machine learning, the goal is to recover a vector-valued function based on noisy observations. The vector…
stat.ME2020
Eigenvector-based sparse canonical correlation analysis: Fast computation for estimation of multiple canonical vectors
Wenjia Wang, Yi-Hui Zhou
Classical canonical correlation analysis (CCA) requires matrices to be low dimensional, i.e. the number of features cannot exceed the sample size. Recent developments in CCA have m…
stat.ME2019
A Double Penalty Model for Interpretability
Wenjia Wang, Yi-Hui Zhou
Modern statistical learning techniques have often emphasized prediction performance over interpretability, giving rise to "black box" models that may be difficult to understand, an…