Robust linear regression: optimal rates in polynomial time.
Ainesh BakshiAdarsh PrasadPublished in: STOC (2021)
Keyphrases
- linear regression
- least squares
- robust regression
- worst case
- regression problems
- ridge regression
- regression methods
- optimal solution
- special case
- kernel regression
- nonlinear regression
- linear regression model
- locally weighted
- dynamic programming
- predictor variables
- feature selection
- linear predictors
- computational complexity
- generalized linear models
- regression method
- regression trees
- regression model
- loss function
- high dimensional data