Extensions of the regret-minimization algorithm for optimal design

DOI10.1137/25M1753097MaRDI QIDQ7299110zbMATH OpenFDO

Authors Y. G. Chen, George Biros

Publication date 17 July 2026

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/25M1753097

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Generalized linear models (logistic models) (62J12) Optimal statistical designs (62K05) Analysis of algorithms (68W40)

Cites work

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• Scikit-learn: machine learning in Python
• Spectral sparsification and regret minimization beyond matrix multiplicative updates
• The multiplicative weights update method: a meta-algorithm and applications
• Two complexity results on c-optimality in experimental design

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