Fast Algorithms for Sparse Reduced-Rank Regression.
Benjamin DuboisJean-François DelmasGuillaume ObozinskiPublished in: AISTATS (2019)
Keyphrases
- computationally efficient
- benchmark datasets
- data mining techniques
- times faster
- theoretical analysis
- data sets
- regression algorithm
- learning algorithm
- model selection
- estimation problems
- sparse data
- support vector regression
- orders of magnitude
- dimensionality reduction
- significant improvement
- computational complexity
- data structure
- decision trees
- feature selection
- genetic algorithm
- data mining