Relaxing the Feature Covariance Assumption: Time-Variant Bounds for Benign Overfitting in Linear Regression.
Jing XuJiaye TengAndrew Chi-Chih YaoPublished in: CoRR (2022)
Keyphrases
- linear regression
- least squares
- loss bounds
- regression problems
- regression methods
- ridge regression
- locally weighted
- square loss
- regret bounds
- upper bound
- linear regression model
- lower bound
- regression trees
- kernel regression
- nonlinear regression
- breast cancer
- feature vectors
- covariance matrix
- vc dimension
- predictor variables
- principal component analysis