On Optimal Interpolation in Linear Regression.
Eduard OravkinPatrick RebeschiniPublished in: NeurIPS (2021)
Keyphrases
- linear regression
- least squares
- regression problems
- regression methods
- linear models
- ridge regression
- nonlinear regression
- optimal solution
- worst case
- generalized linear models
- linear regression model
- loss bounds
- kernel regression
- locally weighted
- kernel density estimators
- multivariate regression
- predictor variables
- regression trees
- closed form
- dynamic programming
- high dimensional