Error bounds for the convex loss Lasso in linear models
In this paper we investigate error bounds for convex loss functions for the Lasso in linear models, by first establishing a gap in the theory with respect to the existing error bounds. Then, under the compatibility condition, we recover bounds for the absolute value estimation error and the squared...
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| Main Authors: | , |
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| Other Authors: | |
| Format: | Article |
| Language: | English |
| Published: |
2018
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| Subjects: | |
| Online Access: | https://hdl.handle.net/10356/88873 http://hdl.handle.net/10220/45969 |
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| Institution: | Nanyang Technological University |
| Language: | English |