Optimal Robust Linear Regression in Nearly Linear Time.
Yeshwanth CherapanamjeriEfe ArasNilesh TripuraneniMichael I. JordanNicolas FlammarionPeter L. BartlettPublished in: CoRR (2020)
Keyphrases
- linear regression
- least squares
- robust regression
- worst case
- linear regression model
- regression methods
- nonlinear regression
- locally weighted
- regression problems
- ridge regression
- dynamic programming
- kernel density estimators
- linear models
- regret bounds
- np hard
- generalized linear models
- multivariate regression
- closed form
- model selection
- optimal solution