2 citations · 2 across the 5 of their papers we have counts for
5 papers
Singleton Optimality in Standard Quadratic Programs with the GOE
Xin Chen
We study the standard quadratic optimization problem over the simplex when the objective matrix is drawn from the Gaussian Orthogonal Ensemble (GOE). Let \(κ_n\) denote the support…
Exactness of the DNN Relaxation for Random Standard Quadratic Programs
Xin Chen
We study the doubly nonnegative (DNN) relaxation of the standard quadratic optimization problem \[ \min\{x^\top Qx:\ x\inΔ^{n-1}\},\qquad Δ^{n-1}:=\{x\in\mathbb{R}_+^n:\ \mathbb{1}…
Revisiting Randomization in Greedy Model Search
Xin Chen, Jason M. Klusowski, Yan Shuo Tan +1
Feature subsampling is a core component of random forests and other ensemble methods. While recent theory suggests that this randomization acts solely as a variance reduction mecha…
Stochastic Gradient Descent for Nonparametric Additive Regression
Xin Chen, Jason M. Klusowski
This paper introduces an iterative algorithm for training nonparametric additive models that enjoys favorable memory storage and computational requirements. The algorithm can be vi…
Error Reduction from Stacked Regressions
Xin Chen, Jason M. Klusowski, Yan Shuo Tan
Stacking regressions is an ensemble technique that forms linear combinations of different regression estimators to enhance predictive accuracy. The conventional approach uses cross…