Optimal Online Generalized Linear Regression with Stochastic Noise and Its Application to Heteroscedastic Bandits.
Heyang ZhaoDongruo ZhouJiafan HeQuanquan GuPublished in: ICML (2023)
Keyphrases
- linear regression
- regret bounds
- least squares
- robust regression
- projection based m estimator
- online learning
- regression methods
- expert advice
- locally weighted
- regression problems
- stochastic systems
- linear regression model
- ridge regression
- multi armed bandit
- nonlinear regression
- kernel regression
- optimal solution
- regression trees
- linear models
- noise level
- linear discriminant analysis
- bayesian networks
- multivariate regression
- face recognition
- computer vision
- closed form