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Caixing Wang

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5 papers

2 author rows

JMLR Journal 2024 Journal Article

Deep Nonparametric Quantile Regression under Covariate Shift

Xingdong Feng
Xin He
Yuling Jiao
Lican Kang
Caixing Wang

This work focuses on addressing the challenges posed by covariate shift in nonparametric quantile regression using deep neural networks. We propose a two-stage pre-training reweighted method that leverages importance weighting to mitigate the effects of distribution shift. In the first stage, density ratios are estimated with a neural network by minimizing least squares. In the second stage, a deep neural network estimator is obtained using pre-training weights. Theoretical analysis is provided, offering non-asymptotic error bounds for the unweighted, reweighted, and pre-training reweighted estimators. We consider scenarios with both bounded and unbounded density ratios. Notably, we employ a novel proof technique to bound the generalization error, characterized by the size and weights bound of ReLU neural networks. This enables us to establish fast rates of convergence under the adaptive self-calibration condition, distinguishing our approach from those relying on local Rademacher complexity techniques. Additionally, we derive the approximation error with weight bounds for ReLU neural networks approximating the Hölder class. Our theoretical findings provide valuable insights for the pre-training process and highlight the efficacy of reweighted techniques. Numerical experiments are conducted to further validate the theoretical findings and demonstrate the effectiveness of our proposed method. [abs] [ pdf ][ bib ] &copy JMLR 2024. ( edit, beta )

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ICML Conference 2024 Conference Paper

Distributed High-Dimensional Quantile Regression: Estimation Efficiency and Support Recovery

Caixing Wang
Ziliang Shen

In this paper, we focus on distributed estimation and support recovery for high-dimensional linear quantile regression. Quantile regression is a popular alternative tool to the least squares regression for robustness against outliers and data heterogeneity. However, the non-smoothness of the check loss function poses big challenges to both computation and theory in the distributed setting. To tackle these problems, we transform the original quantile regression into the least-squares optimization. By applying a double-smoothing approach, we extend a previous Newton-type distributed approach without the restrictive independent assumption between the error term and covariates. An efficient algorithm is developed, which enjoys high computation and communication efficiency. Theoretically, the proposed distributed estimator achieves a near-oracle convergence rate and high support recovery accuracy after a constant number of iterations. Extensive experiments on synthetic examples and a real data application further demonstrate the effectiveness of the proposed method.

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ICML Conference 2024 Conference Paper

Optimal Kernel Quantile Learning with Random Features

Caixing Wang
Xingdong Feng

The random feature (RF) approach is a well-established and efficient tool for scalable kernel methods, but existing literature has primarily focused on kernel ridge regression with random features (KRR-RF), which has limitations in handling heterogeneous data with heavy-tailed noises. This paper presents a generalization study of kernel quantile regression with random features (KQR-RF), which accounts for the non-smoothness of the check loss in KQR-RF by introducing a refined error decomposition and establishing a novel connection between KQR-RF and KRR-RF. Our study establishes the capacity-dependent learning rates for KQR-RF under mild conditions on the number of RFs, which are minimax optimal up to some logarithmic factors. Importantly, our theoretical results, utilizing a data-dependent sampling strategy, can be extended to cover the agnostic setting where the target quantile function may not precisely align with the assumed kernel space. By slightly modifying our assumptions, the capacity-dependent error analysis can also be applied to cases with Lipschitz continuous losses, enabling broader applications in the machine learning community. To validate our theoretical findings, simulated experiments and a real data application are conducted.

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ICML Conference 2024 Conference Paper

Towards Theoretical Understanding of Learning Large-scale Dependent Data via Random Features

Chao Wang
Xin Bing
Xin He
Caixing Wang

Random feature (RF) mapping is an attractive and powerful technique for solving large-scale nonparametric regression. Yet, the existing theoretical analysis crucially relies on the i. i. d. assumption that individuals in the data are independent and identically distributed. It is still unclear whether learning accuracy would be compromised when the i. i. d. assumption is violated. This paper aims to provide theoretical understanding of the kernel ridge regression (KRR) with RFs for large-scale dependent data. Specifically, we consider two types of data dependence structure, namely, the $\tau$-mixing process with exponential decay coefficient, and that with polynomial decay coefficient. Theoretically, we prove that the kernel ridge estimator with RFs achieves the minimax optimality under the exponential decay scenario, but yields a sub-optimal result under the polynomial decay case. Our analysis further reveals how the decay rate of the $\tau$-mixing coefficient impacts the learning accuracy of the kernel ridge estimator with RFs. Extensive numerical experiments on both synthetic and real examples further validate our theoretical findings and support the effectiveness of the KRR with RFs in dealing with dependent data.

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NeurIPS Conference 2023 Conference Paper

Towards a Unified Analysis of Kernel-based Methods Under Covariate Shift

Xingdong Feng
Xin He
Caixing Wang
Chao Wang
Jingnan Zhang

Covariate shift occurs prevalently in practice, where the input distributions of the source and target data are substantially different. Despite its practical importance in various learning problems, most of the existing methods only focus on some specific learning tasks and are not well validated theoretically and numerically. To tackle this problem, we propose a unified analysis of general nonparametric methods in a reproducing kernel Hilbert space (RKHS) under covariate shift. Our theoretical results are established for a general loss belonging to a rich loss function family, which includes many commonly used methods as special cases, such as mean regression, quantile regression, likelihood-based classification, and margin-based classification. Two types of covariate shift problems are the focus of this paper and the sharp convergence rates are established for a general loss function to provide a unified theoretical analysis, which concurs with the optimal results in literature where the squared loss is used. Extensive numerical studies on synthetic and real examples confirm our theoretical findings and further illustrate the effectiveness of our proposed method.

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