A convex optimization formulation for multivariate regression.
Yunzhang ZhuPublished in: NeurIPS (2020)
Keyphrases
- convex optimization
- multivariate regression
- convex formulation
- convex relaxation
- semidefinite program
- regression model
- dual formulation
- linear regression
- interior point methods
- primal dual
- low rank
- model selection
- quadratic program
- alternating direction method of multipliers
- total variation
- augmented lagrangian
- convex optimization problems
- norm minimization
- operator splitting
- logistic regression
- augmented lagrangian method
- kernel learning
- semi definite programming
- high quality
- semidefinite programming
- higher order
- semi supervised
- evolutionary algorithm
- multiscale