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: | Hannay, Mark, Deléamont, Pierre-Yves |
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其他作者: | School of Physical and Mathematical Sciences |
格式: | Article |
語言: | English |
出版: |
2018
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主題: | |
在線閱讀: | https://hdl.handle.net/10356/88873 http://hdl.handle.net/10220/45969 |
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機構: | Nanyang Technological University |
語言: | English |
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