SOCP relaxation bounds for the optimal subset selection problem applied to robust linear regression.
Salvador FloresPublished in: Eur. J. Oper. Res. (2015)
Keyphrases
- linear regression
- least squares
- regression methods
- robust regression
- globally optimal
- linear regression model
- dynamic programming
- lower bound
- locally weighted
- knn
- worst case
- support vector machine svm
- training set
- machine learning
- regression method
- ridge regression
- regret bounds
- nonlinear regression
- loss bounds
- learning algorithm