Convex and Nonconvex Formulations for Mixed Regression With Two Components: Minimax Optimal Rates.
Yudong ChenXinyang YiConstantine CaramanisPublished in: IEEE Trans. Inf. Theory (2018)
Keyphrases
- convex optimization
- worst case
- globally optimal
- expected error
- regression model
- convex formulation
- global optimization
- convex functions
- piecewise linear
- quadratic optimization problems
- support vector
- asymptotic properties
- convex relaxation
- game tree
- regression problems
- optimal strategy
- finite number
- support vector regression
- model selection
- linear programming
- dynamic programming