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Conditional Linear Regression for Heterogeneous Covariances

2021/11/15 by Brendan Juba, Juba, Brendan, Leda Liang +1 · 1 citation
Computer Science · Engineering · #Control Systems and Identification #Data Structures and Algorithms (cs.DS) #FOS: Computer and information sciences #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Machine Learning and Algorithms #Sparse and Compressive Sensing Techniques

paper · pdf · doi:10.48550/arxiv.2111.07834

openalex publication_date 2021/11/15 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

Often machine learning and statistical models will attempt to describe the majority of the data. However, there may be situations where only a fraction of the data can be fit well by a linear regression model. Here, we are interested in a case where such inliers can be identified by a Disjunctive Normal Form (DNF) formula. We give a polynomial time algorithm for the conditional linear regression task, which identifies a DNF condition together with the linear predictor on the corresponding portion of the data. In this work, we improve on previous algorithms by removing a requirement that the covariances of the data satisfying each of the terms of the condition have to all be very similar in spectral norm to the covariance of the overall condition.

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