Worst case recovery guarantees for least squares approximation using random samples.
Lutz KämmererTino UllrichToni VolkmerPublished in: CoRR (2019)
Keyphrases
- least squares
- random samples
- worst case
- sample size
- error bounds
- approximation algorithms
- random sampling
- uniform distribution
- standard deviation
- lower bound
- upper bound
- random projections
- singular value decomposition
- np hard
- parameter estimation
- sparse data
- random sample
- greedy algorithm
- cluster analysis
- constant factor
- model selection
- feature selection