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Model-Free Subsampling Method Based on Uniform Designs

delete2024-03-01
delete6
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OA
AI
M
Mei Zhang
Y
Yongdao Zhou
Z
Zheng Zhou
A
Aijun Zhang *
DOI:10.1109/TKDE.2023.3297167delete
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摘要

摘要

En 中文
Subsampling or subdata selection is a useful approach in large-scale statistical learning. Most existing studies focus on model-based subsampling methods which significantly depend on the model assumption. In this paper, we consider the model-free subsampling strategy for generating subdata from the original full data. In order to measure the goodness of representation of a subdata with respect to the original data, we propose a criterion, generalized empirical F-discrepancy (GEFD), and study its theoretical properties in connection with the classical generalized L2-discrepancy in the theory of uniform designs. These properties allow us to develop a kind of low-GEFD data-driven subsampling method based on the existing uniform designs. By simulation examples and a real case study, we show that the proposed subsampling method is superior to the random sampling method. Moreover, our method keeps robust under diverse model specifications while other popular subsampling methods are under-performing. In practice, such a model-free property is more appealing than the model-based subsampling methods, where the latter may have poor performance when the model is misspecified, as demonstrated in our simulation studies.
Keyword:
Kernel
Data models
Numerical models
Hypercubes
Computational modeling
Big Data
Statistical learning
Empirical F -discrepancy
generalized l (2) -discrepancy
koksma-hlawka inequality
model-free subsampling
reproducing kernel

期刊

IEEE Transactions on Knowledge and Data Engineering 封面图
IEEE Transactions on Knowledge and Data Engineering
IF:
10.4
论文数:
6.9K
被引数:
3.2W

机构

S
Southwest Minzu University
学者数:
3.2K
论文数: 2.0K
被引数: 2.9K
W
wells fargo company
学者数:
18
论文数: 22
被引数: 0
N
nankai university
学者数:
4.8W
论文数: 3.3W
被引数: 74
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