Convex optimization methods for dimension reduction and coefficient estimation in multivariate linear regression.
Zhaosong LuRenato D. C. MonteiroMing YuanPublished in: Math. Program. (2012)
Keyphrases
- optimization methods
- dimension reduction
- multivariate linear regression
- convex relaxation
- efficient optimization
- optimization method
- feature extraction
- principal component analysis
- optimization problems
- simulated annealing
- high dimensional
- linear discriminant analysis
- high dimensional problems
- singular value decomposition
- stochastic methods
- unconstrained optimization
- feature selection
- high dimensional data
- low dimensional
- high dimensionality
- feature space
- dimensionality reduction
- cluster analysis
- convex optimization
- unsupervised learning
- intrinsic dimensionality
- regression analysis
- optimization algorithm
- qr decomposition
- neural network