Optimal Sketching Bounds for Sparse Linear Regression.
Tung MaiAlexander MunteanuCameron MuscoAnup B. RaoChris SchwiegelshohnDavid P. WoodruffPublished in: CoRR (2023)
Keyphrases
- linear regression
- generalized linear models
- regret bounds
- least squares
- worst case
- sparse regression
- regression problems
- linear regression model
- regression methods
- loss bounds
- ridge regression
- upper bound
- regression method
- nonlinear regression
- lower bound
- dynamic programming
- linear models
- theoretical guarantees
- locally weighted
- square loss
- kernel regression
- regression trees
- high dimensional
- optimal solution
- predictor variables
- bayesian networks
- machine learning