Overview

Linear regression estimates relationships between features and outcomes, from ordinary least squares to sparse and functional models, and remains a useful baseline for prediction and scientific inference. Common approaches include ridge and Lasso regularization, principal component regression, early stopping with gradient descent, and robust losses or distributionally robust optimization. Theory and experiments study high-dimensional and overparameterized data, missing or corrupted observations, distribution shift, and practical settings such as time-series forecasting and tabular prediction. A central tension is that methods that improve prediction or robustness can make computation, uncertainty estimates, or interpretation more difficult, while correlated features can make even simple model coefficients unstable.

Latest papers

CardsList

77 papers11 papers in the last four weeks, up 83% on the four weeks before. 0.1% of all new papers.

  1. Crop Yield Prediction Using Regression Models: A Comparative Evaluation of Model Performance

    Oct 27, 2026Saptak Das, Arijit Sarkar, Soumik Neogi +1Crop Yield PredictionTabular Regression

  2. LLM knowledge for improved Out-of-Distribution Tabular Prediction - A Cross-Validated Regularisation Approach

    Oct 27, 2026Sølve Langseth, Kristoffer Herland Hellton, Hugo L. HammerOOD GeneralizationTabular Prediction

  3. On the Limits of Sparse Linear Model with Shuffled Differential Privacy

    Oct 23, 2026Yan Zhang, Jiong Tuo, Meng Ding +2High-Dimensional Linear RegressionDifferential Privacy

  4. Score-Preserving Continual Lasso under Task Shift

    Oct 23, 2026Jingyi Guo, Runze Li, Lingzhou XueContinual LearningRegularization-Based Continual Learning

  5. Asymptotic Risk of Learning-Rate Schedules for Least-Squares Regression with Discretely Distributed Features

    Oct 12, 2026Noé Colomban, Francis Bach, Fabian SchaippLearning Rate SchedulingStochastic Gradient Descent

  6. Why Linear Models Can Still Work in a Complex and Changing World

    Oct 9, 2026Fangzhou Lin, Dengzhe Hou, Yinxing Li +1Model SelectionLinear Regression

  7. New Lower Bound and Upper Bounds on the Regret for Online Sparse Linear Regression

    Oct 8, 2026Xiaofeng Cao, Junfan Li, Langzhang Liang +2Linear RegressionMinimax Regret

  8. Asymptotic Analysis of Empirical Risk Minimization on Entry-wise i.i.d. Heavy-Tailed Data

    Oct 6, 2026Kaito Takanami, Takashi Takahashi, Yoshiyuki KabashimaStatistical Physics of LearningHigh-Dimensional Asymptotics

  9. LinearPFN: Amortized Variable Selection for Linear Models with Interactions

    Oct 5, 2026Louis Schiekiera, Max Zimmer, Christophe Roux +3Model SelectionPrior-Data Fitted Networks

  10. Least Squares for Time Series Forecasting

    Oct 1, 2026Weiu-qiou Ciang, Yuzhou Hong, Sherry ChenTime Series ForecastingLinear Regression

  11. Distributionally robust linear regression through the lens of adversarial training

    Sep 30, 2026Elis Stefansson, David Vävinggren, Antônio H. RibeiroRobust RegressionDistributionally Robust Optimization

  12. Principal Component Regression Dominates all Monotone Spectral Filters for Linear Regression

    Sep 30, 2026Juno Kim, Hengyu Fu, Peter Bartlett +2Spectral RegularizationLinear Regression

  13. Statistical Benefits of Fine-Tuning from Pretrained Initialization in Diagonal Linear Networks

    Sep 28, 2026Alexandre Declèves, Etienne Boursier, Nicolas FlammarionFine-TuningDeep Linear Networks

  14. Sparse Regression Distilled from a Single Robust Fit

    Sep 20, 2026Wooyoung Shin, Seunghwan ParkRobust RegressionLinear Regression

  15. Weighted Data Selection: Sharp Upper-Half and Five-Dimensional Laws

    Sep 8, 2026Zhongxuan Liu, Hongzhi WangData SelectionTraining Data Selection

  16. Optimal estimation for Functional Linear Regression with Noisy Discretized Data

    Sep 8, 2026Sixtine SphabmixayNonparametric RegressionMinimax Estimation

  17. Optimal Rates for Agentic Networked Information Aggregation

    Sep 4, 2026MohammadHossein Bateni, Zahra Hadizadeh, MohammadTaghi Hajiaghayi +2Statistical Learning TheoryDecentralized Learning

  18. Hadamard Flattening and Gaussian Pooling Sketch for Least Squares with Coordinate-wise Guarantee

    Aug 27, 2026Zhao Song, Lichen ZhangRandomized SketchingLinear Regression

  19. Functional linear regression from sparse to dense designs: a pooling-ridge method and minimax optimality

    Aug 26, 2026Shunxing Yan, Fang YaoLinear RegressionMinimax Estimation

  20. A Data-dependent Early Stopping Rule using Rademacher Complexity with L1-norm

    Aug 25, 2026Duy Hoang, Bastien Berret, Olivier Bruneau +1Early StoppingNeural Network Generalization

  21. Regularised Iterative Generalised Least Squares with Optimal Selection of the Hyper-Parameter for Identifying Nonlinear Phenomenological Models

    Aug 19, 2026Mark Cary, Charles BokorNonlinear System IdentificationRidge Regression

  22. The Fourth Quadrant: A Stylized View of Benign Misfitting

    Aug 2, 2026Gireeja Ranade, Anant SahaiBenign OverfittingLinear Regression

  23. The Zero Pattern of a Design Matrix Drives Multiple Descent in Over-parameterized Regression

    Jul 27, 2026Kevin Han Huang, Haoyu Ye, Somak Laha +1Double DescentLinear Regression

  24. Beyond Negative-Ridge Endpoints: Mixed-Sign Spectral Regularization via Negative-Shifted Gradient Descent

    Jul 24, 2026Peng ZhaoSpectral RegularizationEarly Stopping