In some fields currently dominated by empirical approaches, such as state of health (SoH) prediction for lithium-ion batteries, phenomenological models motivated by quasi-physical thinking contain parameters to be estimated from experimental data. Often the structure of such models yields fully or partially confounded parameters, which are difficult or even impossible to estimate reliably. To preserve the desired model formulation and simultaneously improve the numerical conditioning for the problem we introduce a ridge regression scheme. An automated method is provided, based on information theoretic measures of model performance, which optimises the ridge regression hyper-parameter at each iteration. The formulae presented require fixed point iteration to solve for the hyper-parameter. Given a suitable starting value, analysis demonstrates convergence is very rapid. The optimal hyper-parameter selection mechanism is incorporated within an efficient regularised iterative generalised least squares mechanism, capable of fitting both heteroscedastic and serially correlated data as required. Simulation confirms the efficacy of the overall method.
José Luis Montiel Olea, Ryan Strong, Amilcar Velez +2econ.EM cs.LG math.ST
We present a simple Gaussian approximation to the finite-sample distribution of the classical ridge regression estimator. Our approximation captures the fact that, in finite samples, the ridge regression estimator trades off bias and variance to reduce estimation and prediction error. Our approximation is based on nonstandard asymptotics where $i)$ we let the estimator's regularization parameter grow proportionally to the sample size; and $ii)$ we treat the population regression coefficients as \emph{local} to the reference vector that defines the estimator's direction of shrinkage. In contrast to other asymptotic approximations in the literature, we allow for general forms of heteroskedasticity and autocorrelation in the data generating process (at the cost of considering a low-dimensional model where the number of covariates is not allowed to grow with the sample size). We use our simple Gaussian approximation to propose two new strategies to select the regularization parameter for the ridge regression estimator. The suggested strategies select the regularization parameter to minimize either average or worst-case excess prediction risk, where risk is computed using our suggested Gaussian approximation.
Hien Dang, Pratik Patil, Alessandro Rinaldomath.ST cs.LG stat.ML
Self-distillation (SD) is typically studied when the student is retrained on the teacher's original training inputs. In many practical deployments, however, the labeled training data are no longer available, and one has access only to the trained predictor and fresh unlabeled covariates. We study SD in this prediction-only regime through a fresh-X prediction-mixed scheme: a pure-distilled student is trained on fresh covariates pseudo-labeled by the teacher, and the final predictor is an affine combination of the teacher and student predictions. For ridge regression under proportional asymptotics, we derive deterministic equivalents for the optimally mixed prediction risk under general anisotropic covariance and deterministic signal. We show that this risk is strictly smaller than the teacher risk for almost every pair of teacher and student regularization levels, including when the fresh covariates are out-of-distribution and even when their covariance is isotropic. We further show that the optimal mixing weight cannot be identified from unlabeled data alone, but can be consistently estimated in a single post-training step using a small independent labeled calibration set, without additional model fitting. Finally, for binary logistic regression, we show that prediction mixing can outperform both the teacher and the pure-distilled classifier.
Bernstein--Schur kernels are products of a finite-feature kernel and a completely monotone shift-invariant kernel: nonstationary kernels falling between the shift-invariant and dot-product templates random features exploit, so neither Bochner sampling nor polynomial sketching applies to the full kernel directly. We give one random-feature construction for the whole class that randomizes both factors: it sketches the finite modulation and samples the radial factor's one-dimensional Bernstein--Widder scale before applying Gaussian random Fourier features, giving feature dimension $Dm$, free of the $O(d^2)$ size of the exact modulation feature. With the modulation kept exact (the $m\to\infty$ limit), we prove unbiasedness, an exact variance, and a matrix-Bernstein operator-norm bound controlled by the top kernel and modulation eigenvalues and an intrinsic dimension rather than the crude $N\max_{ij}$ route. Whitening this argument at the ridge makes the effective dimension $d_{\mathrm{eff}}(λ)$ the \emph{exact} intrinsic dimension of the matrix variance, so $O((1+\|P\|_{\mathrm{op}}/λ)\log(d_{\mathrm{eff}}/δ))$ radial draws preserve the kernel-ridge solution; tilting the draw by a closed-form whitened leverage improves this to the effective-dimension count $O((1+d_{\mathrm{eff}})\log(d_{\mathrm{eff}}/δ))$. Conditioning on the sketch carries every guarantee to the deployed doubly-randomized estimator up to one additive sketch term, and all hold for the whole class with the modulation Gram in place of the polynomial one. The flagship instance is the biased $yat$-kernel $k_{yat,b}(w,x)=(w^\top x+b)^2/(\|w-x\|^2+\varepsilon)$, whose family span contains the inverse-multiquadric kernel by finite differences in $b$.
Machine-generated text (MGT) attribution aims to identify the specific generator responsible for a given text, thereby providing fine-grained evidence for model accountability and misuse investigation. As new large language models continue to emerge, attribution models must continuously incorporate new generators while preserving their ability to recognize previously seen ones. Prior works have shown that this lifelong MGT attribution setting is challenging, and existing methods often struggle to achieve a stable balance between adapting to new classes and retaining old ones. To address this issue, we propose RidgeFT, a lightweight analytic update framework that does not rely on exemplar replay. RidgeFT trains a task-aware encoder on the initial generator set, stores compact class-wise sufficient statistics when each generator class is first observed, and then freezes the encoder for replay-free closed-form updates. It then suppresses generator-irrelevant variation through covariance calibration, improves representation capacity with fixed random features, and updates new classes through closed-form ridge regression based on class-level sufficient statistics. Across multi-topic evaluations with varying initial generator setups, RidgeFT consistently outperforms baselines. It achieves the best macro-F1 across domains, backbones, and incremental protocols, while also improving both old-class retention and new-class adaptation. These results suggest that feature-stable analytic updates provide a simple yet effective approach to lifelong MGT attribution.