Convex and Nonconvex Risk-Based Linear Regression at Scale.
Can WuYing CuiDonghui LiDefeng SunPublished in: INFORMS J. Comput. (2023)
Keyphrases
- linear regression
- empirical risk
- ridge regression
- convex optimization
- least squares
- regression problems
- regression methods
- convex functions
- nonlinear regression
- quadratic optimization problems
- locally weighted
- objective function
- linear regression model
- linear models
- globally convergent
- kernel regression
- stationary points
- regression trees
- risk management
- total variation
- machine learning
- risk factors
- probability distribution
- regression method
- optimization problems
- three dimensional