Minimax rates for memory-bounded sparse linear regression.
Jacob SteinhardtJohn C. DuchiPublished in: COLT (2015)
Keyphrases
- linear regression
- generalized linear models
- sparse regression
- least squares
- regression problems
- ridge regression
- regression methods
- linear regression model
- nonlinear regression
- locally weighted
- linear models
- loss bounds
- regression method
- worst case
- high dimensional
- regression trees
- lower bound
- kernel density estimators