Characterization of the equivalence of robustification and regularization in linear and matrix regression.
Dimitris BertsimasMartin S. CopenhaverPublished in: Eur. J. Oper. Res. (2018)
Keyphrases
- simple linear
- kernel ridge regression
- square loss
- linearly independent
- regression model
- trace norm
- square root
- aggregating algorithm
- rank minimization
- pseudo inverse
- model selection
- linear models
- nonlinear regression
- regression function
- locally linear
- prior information
- laplace transform
- gaussian processes
- singular value decomposition
- regression analysis
- low rank
- ridge regression
- regression algorithm
- semidefinite
- regression problems
- piecewise linear
- covariance matrix
- regularization parameter
- kernel matrices
- linear model
- support vector regression
- regression method
- linear regression
- parameter selection