Minimax rates of convergence for high-dimensional regression under ℓq-ball sparsity.
Garvesh RaskuttiMartin J. WainwrightBin YuPublished in: Allerton (2009)
Keyphrases
- rates of convergence
- high dimensional
- regression function
- regression problems
- hyperparameters
- high dimensional data
- dimensionality reduction
- low dimensional
- objective function
- input space
- parameter space
- feature space
- model selection
- variable selection
- nearest neighbor
- worst case
- empirical risk
- data points
- regression model
- training samples
- ridge regression
- maximum a posteriori
- sparse representation
- random sampling
- multi class
- decision boundary
- machine learning
- maximum likelihood
- genetic programming