Conic Optimization for Quadratic Regression Under Sparse Noise.
Igor MolybogRamtin MadaniJavad LavaeiPublished in: J. Mach. Learn. Res. (2020)
Keyphrases
- sparse bayesian learning
- linear regression
- regression model
- high dimensional
- noise level
- optimization problems
- optimization algorithm
- sparse pca
- canonical correlation analysis
- noise reduction
- regression problems
- random noise
- global optimization
- sequential quadratic programming
- constrained optimization
- regression analysis
- gaussian noise
- relevance vector machine
- semidefinite
- joint optimization
- objective function
- regression algorithm
- sparse data
- median filter
- model selection
- optimization method