Sub-optimality of the Naive Mean Field approximation for proportional high-dimensional Linear Regression.
Jiaze QiuPublished in: NeurIPS (2023)
Keyphrases
- linear regression
- high dimensional
- generalized linear models
- least squares
- regression methods
- regression problems
- dimensionality reduction
- low dimensional
- locally weighted
- linear regression model
- nonlinear regression
- ridge regression
- optimal solution
- nearest neighbor
- feature space
- kernel regression
- data points
- linear models
- multivariate regression
- input space
- variable selection
- parameter space
- conditional random fields
- kernel function
- graphical models
- linear predictors
- knn
- computer vision