Generalized Shuffled Linear Regression
Feiran Li, Kent Fujiwara, Fumio Okura, Yasuyuki Matsushita
Abstract
We consider the shuffled linear regression problem where the correspondences between covariates and responses are unknown. While the existing formulation assumes an ideal underlying bijection in which all pieces of data should match, such an assumption barely holds in real-world applications due to either missing data or outliers. Therefore, in this work, we generalize the formulation of shuffled linear regression to a broader range of conditions where only part of the data should correspond. Moreover, we present a remarkably simple yet effective optimization algorithm with guaranteed global convergence. Distinct tasks validate the effectiveness of the proposed method. 1
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Install the CLIlune papers fulltext 1db151fb-7d4d-443e-a413-b425eb012500Cited by top-tier papers2
- Global Linear and Local Superlinear Convergence of IRLS for Non-Smooth Robust RegressionLiangzu Peng, Christian Kümmerle, René VidalNeurIPS 2022 · 18 citations
- Gaussian Processes for Shuffled RegressionMasahiro KohjimaNeurIPS 2025
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