Interaction Hard Thresholding: Consistent Sparse Quadratic Regression in Sub-quadratic Time and Space

Quadratic regression involves modeling the response as a (generalized) linear function of not only the features \(x^{j_1}\) but also of quadratic terms \(x^{j_1}x^{j_2}\). The inclusion of such higher-order "interaction terms" in regression often provides an easy way to increase accuracy i...

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Veröffentlicht in:	arXiv.org 2019-11
Hauptverfasser:	Yang, Shuo, Shen, Yanyao, Sanghavi, Sujay
Format:	Artikel
Sprache:	eng
Schlagworte:	Algorithms Iterative methods Linear functions Regression analysis
Online-Zugang:	Volltext
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