Stability and error guarantees for least squares approximation with noisy samples.
Felix BartelPublished in: CoRR (2022)
Keyphrases
- least squares
- error minimization
- error bounds
- approximation error
- relative error
- error analysis
- error tolerance
- error rate
- linear least squares
- expected error
- quality guarantees
- sparse linear
- parameter estimation
- maximum error
- policy evaluation
- measurement noise
- data sets
- taylor series expansion
- robust estimation
- closed form
- matrix approximation
- minimum error
- noisy data
- error estimates
- levenberg marquardt
- squared error
- approximation algorithms
- objective function
- high dimensional
- worst case
- model selection
- absolute error
- ls svm
- approximation guarantees
- queueing networks
- approximation ratio
- approximation methods
- stability analysis