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Coresets for Regressions with Panel Data

Lingxiao Huang, K. Sudhir, Nisheeth K. Vishnoi

arXiv 2 Nov 2020 · Machine Learning · 9 citations (OpenAlex)

arXiv:2011.00981 · PDF · DOI · OpenAlex · Extracted main text

Abstract

This paper introduces the problem of coresets for regression problems to panel data settings. We first define coresets for several variants of regression problems with panel data and then present efficient algorithms to construct coresets of size that depend polynomially on 1/$\varepsilon$ (where $\varepsilon$ is the error parameter) and the number of regression parameters - independent of the number of individuals in the panel data or the time units each individual is observed for. Our approach is based on the Feldman-Langberg framework in which a key step is to upper bound the "total sensitivity" that is roughly the sum of maximum influences of all individual-time pairs taken over all possible choices of regression parameters. Empirically, we assess our approach with synthetic and real-world datasets; the coreset sizes constructed using our approach are much smaller than the full dataset and coresets indeed accelerate the running time of computing the regression objective.

Citation extraction

53
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104
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Most heavily cited references

The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.

ReferenceIntensityMentionsSectionsMain text
1Dan Feldman and Michael Langberg (2011) A unified framework for approximating and clustering data1.00093100%
2Vladimir Braverman, Dan Feldman, and Harry Lang (2016) New frameworks for offline and streaming coreset constructions0.87472100%
3James P LeSage (1999) The theory and practice of spatial econometrics0.84333100%
4Christos Boutsidis, Petros Drineas, and Malik Magdon-Ismail (2013) Near-optimal coresets for least-squares regression0.69312333%
5Elad Tolochinsky and Dan Feldman (2018) Generic coreset for scalable learning of monotonic kernels: Logistic regression, sigmoid and more0.64422100%
6John N Haddad (1998) A simple method for computing the covariance matrix and its inverse of a stationary autoregressive process0.64422100%
7Mario Lucic, Matthew Faulkner, Andreas Krause, and Dan Feldman (2017) Training Gaussian mixture models at scale via coresets0.64422100%
8Ibrahim Jubran, Alaa Maalouf, and Dan Feldman (2019) Fast and accurate least-mean-squares solvers0.56711227%
9Martin Anthony and Peter L Bartlett (2009) Neural network learning: Theoretical foundations0.51121100%
10Michael B Cohen, Yin Tat Lee, Cameron Musco, Christopher Musco, Rich… (2015) Uniform sampling for matrix approximation0.51121100%

Showing the top 10 of 53 scored citations.

Cited by, within the corpus

arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.

Citing paperIntensityMentionsSections
1Coresets for Time Series Clustering1.000146