On Regularized Square-root Regression Problems: Distributionally Robust Interpretation and Fast Computations.
Hong T. M. ChuKim-Chuan TohYangjing ZhangPublished in: J. Mach. Learn. Res. (2022)
Keyphrases
- square root
- regression problems
- genetic programming
- linear regression
- floating point
- cross validation
- kalman filtering
- input space
- least squares
- euclidean space
- high dimensional data
- arrival rate
- dimensionality reduction
- model selection
- generative model
- computer vision
- hyperparameters
- learning machines
- pattern recognition
- feature selection