2 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.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…