$\ell_1$ Regression using Lewis Weights Preconditioning.
David DurfeeKevin A. LaiSaurabh SawlaniPublished in: CoRR (2017)
Keyphrases
- relative importance
- regression model
- weighted sum
- linear regression
- primal dual
- linear combination
- real valued
- conjugate gradient
- polynomial regression
- regression problems
- sparse representation
- model selection
- support vector regression
- linear programming
- ridge regression
- regression algorithm
- inverse problems
- regression method
- edge preserving
- partial least squares
- weighting scheme
- regression analysis
- least squares
- reproducing kernel hilbert space
- support vector
- gaussian processes
- bundle adjustment
- norm minimization
- locally weighted