Subgradient Regularized Multivariate Convex Regression at Scale.
Wenyu ChenRahul MazumderPublished in: SIAM J. Optim. (2024)
Keyphrases
- regression model
- convex optimization
- risk minimization
- linear regression
- least squares
- multivariate regression
- locally weighted
- convex programming
- stochastic optimization
- piecewise linear
- support vector regression
- convex hull
- regression method
- regression methods
- norm minimization
- scale space
- regression problems
- simple linear
- multivariate data
- multiple regression
- bregman divergences
- regression algorithm
- optimization methods
- np hard