An Efficient Minimax Optimal Estimator For Multivariate Convex Regression.
Gil KurEli PuttermanPublished in: COLT (2022)
Keyphrases
- regression model
- worst case
- conditional expectation
- piecewise linear
- least squares
- globally optimal
- gaussian process regression
- regression function
- regression algorithm
- dynamic programming
- expected error
- regression analysis
- convex hull
- convex optimization
- maximum likelihood
- semi infinite programming
- optimality criterion
- ridge regression
- support vector
- risk minimization
- regression problems
- optimal strategy
- maximum a posteriori
- closed form
- computationally efficient
- search algorithm