Corpus ID: 195316602

Max-Affine Regression: Provable, Tractable, and Near-Optimal Statistical Estimation

  title={Max-Affine Regression: Provable, Tractable, and Near-Optimal Statistical Estimation},
  author={Avishek Ghosh and Ashwin Pananjady and Adityanand Guntuboyina and Kannan Ramchandran},
  • Avishek Ghosh, Ashwin Pananjady, +1 author Kannan Ramchandran
  • Published in ArXiv 2019
  • Mathematics, Computer Science
  • Max-affine regression refers to a model where the unknown regression function is modeled as a maximum of $k$ unknown affine functions for a fixed $k \geq 1$. This generalizes linear regression and (real) phase retrieval, and is closely related to convex regression. Working within a non-asymptotic framework, we study this problem in the high-dimensional setting assuming that $k$ is a fixed constant, and focus on estimation of the unknown coefficients of the affine functions underlying the model… CONTINUE READING

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