Sparse Mixed Linear Regression with Guarantees: Taming an Intractable Problem with Invex Relaxation.
Adarsh BarikJean HonorioPublished in: ICML (2022)
Keyphrases
- linear regression
- generalized linear models
- sparse regression
- least squares
- regression problems
- regression methods
- ridge regression
- locally weighted
- nonlinear regression
- linear regression model
- linear models
- theoretical guarantees
- kernel regression
- high dimensional
- regression method
- iterative algorithms
- linear predictors
- input space
- logistic regression
- probability distribution
- computational complexity
- fractional programming