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A Non-Asymptotic Moreau Envelope Theory for High-Dimensional Generalized Linear Models.
Lijia Zhou
Frederic Koehler
Pragya Sur
Danica J. Sutherland
Nati Srebro
Published in:
NeurIPS (2022)
Keyphrases
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generalized linear models
regression model
high dimensional
logistic regression
linear regression
decision trees
model selection
regression methods
feature selection
low dimensional
sample size