Fast robust kernel regression through sign gradient descent with early stopping

DOI10.1214/25-EJS2361MaRDI QIDQ6979892zbMATH OpenFDO

Authors Oskar Allerbo

Publication date 23 May 2025

Published in Electronic Journal of Statistics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://projecteuclid.org/journals/electronic-journal-of-statistics/volume-19/issue-1/Fast-robust-kernel-regression-through-sign-gradient-descent-with-early/10.1214/25-EJS2361.full

zbMATH Keywords

gradient descentgradient flowkernel regressionrobust regressionsign gradient descent

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08) Nonparametric robustness (62G35) Ridge regression; shrinkage estimators (Lasso) (62J07)

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