Random Projections for Large-Scale Regression

@inproceedings{Thanei2017RandomPF,
  title={Random Projections for Large-Scale Regression},
  author={Gian-Andrea Thanei and Christina Heinze and Nicolai Meinshausen},
  year={2017}
}
Fitting linear regression models can be computationally very expensive in large-scale data analysis tasks if the sample size and the number of variables are very large. Random projections are extensively used as a dimension reduction tool in machine learning and statistics. We discuss the applications of random projections in linear regression problems, developed to decrease computational costs, and give an overview of the theoretical guarantees of the generalization error. It can be shown that… CONTINUE READING

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