Optimal Sketching Bounds for Sparse Linear Regression.
Tung MaiAlexander MunteanuCameron MuscoAnup RaoChris SchwiegelshohnDavid P. WoodruffPublished in: AISTATS (2023)
Keyphrases
- linear regression
- least squares
- regret bounds
- worst case
- generalized linear models
- sparse regression
- loss bounds
- regression problems
- regression methods
- ridge regression
- nonlinear regression
- linear regression model
- linear models
- locally weighted
- square loss
- optimal solution
- regression method
- regression trees
- multivariate regression
- theoretical guarantees
- closed form
- upper bound
- support vector machine
- dynamic programming
- np hard