High-dimensional model recovery from random sketched data by exploring intrinsic sparsity

DOI10.1007/s10994-019-05865-4zbMath1472.68165OpenAlexW3000071498WikidataQ126399604 ScholiaQ126399604MaRDI QIDQ782446

Qihang Lin, Shenghuo Zhu, Rong Jin, Tianbao Yang, Li-jun Zhang

Publication date: 27 July 2020

Published in: Machine Learning (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10994-019-05865-4

zbMATH Keywords

classificationregressionsparsityhigh dimensionJL-transformrandomized reduction

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Classification and discrimination; cluster analysis (statistical aspects) (62H30) General nonlinear regression (62J02) Learning and adaptive systems in artificial intelligence (68T05)

Uses Software

• COFFIN
• RCV1
• Saga

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