High Dimensional Regression with Binary Coefficients. Estimating Squared Error and a Phase Transtition.
David GamarnikIlias ZadikPublished in: COLT (2017)
Keyphrases
- squared error
- high dimensional
- loss function
- absolute error
- relative error
- cross entropy
- reproducing kernel hilbert space
- low dimensional
- nearest neighbor
- regression model
- linear regression
- support vector
- distortion measure
- regression problems
- wavelet coefficients
- logistic regression
- high dimensional data
- standard deviation
- parameter space
- input space
- estimation error
- target function
- dimensionality reduction
- data points
- feature selection