深度弗雷歇回归

Deep Fréchet Regression

Journal of the American Statistical Association · 2025
被引 0
ABS 4

中文导读

提出一种深度弗雷歇回归模型,用深度神经网络和流形学习处理非欧几里得响应变量与高维预测变量的关系,适用于概率分布和网络数据,理论证明收敛速度,模拟和案例优于现有方法。

Abstract

Advancements in modern science have led to the increasing availability of non-Euclidean data in metric spaces. This paper addresses the challenge of modeling relationships between non-Euclidean responses and multivariate Euclidean predictors. We propose a flexible regression model capable of handling high-dimensional predictors without imposing parametric assumptions. Two primary challenges are addressed: the curse of dimensionality in nonparametric regression and the absence of linear structure in general metric spaces. The former is tackled using deep neural networks, while for the latter we demonstrate the feasibility of mapping the metric space where responses reside to a low-dimensional Euclidean space using manifold learning. We introduce a reverse mapping approach, employing local Fréchet regression, to map the low-dimensional manifold representations back to objects in the original metric space. We develop a theoretical framework, investigating the convergence rate of deep neural networks under dependent sub-Gaussian noise with bias. The convergence rate of the proposed regression model is then obtained by expanding the scope of local Fréchet regression to accommodate multivariate predictors in the presence of errors in predictors. Simulations and case studies show that the proposed model outperforms existing methods for non-Euclidean responses, focusing on the special cases of probability distributions and networks.

回归分析非欧几里得数据深度神经网络流形学习计量经济学