Corpus ID: 5971938

Additive Approximations in High Dimensional Nonparametric Regression via the SALSA

@inproceedings{Kandasamy2016AdditiveAI,
  title={Additive Approximations in High Dimensional Nonparametric Regression via the SALSA},
  author={Kirthevasan Kandasamy and Y. Yu},
  booktitle={ICML},
  year={2016}
}
  • Kirthevasan Kandasamy, Y. Yu
  • Published in ICML 2016
  • Mathematics, Computer Science
  • High dimensional nonparametric regression is an inherently difficult problem with known lower bounds depending exponentially in dimension. A popular strategy to alleviate this curse of dimensionality has been to use additive models of \emph{first order}, which model the regression function as a sum of independent functions on each dimension. Though useful in controlling the variance of the estimate, such models are often too restrictive in practical settings. Between non-additive models which… CONTINUE READING
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