Optimal Structured Principal Subspace Estimation: Metric Entropy and Minimax Rates.
T. Tony CaiHongzhe LiRong MaPublished in: J. Mach. Learn. Res. (2021)
Keyphrases
- worst case
- accurate estimation
- optimal solution
- grassmann manifold
- estimation algorithm
- information theoretic
- low dimensional
- mutual information
- structured data
- closed form solutions
- principal agent
- dimensionality reduction
- signal subspace
- data sets
- minimum error
- feature space
- high dimensional
- estimation error
- metric learning
- evaluation metrics
- density estimation
- closed form
- dynamic programming
- high dimensional data
- parameter estimation
- semi supervised