Sparsity regret bounds for individual sequences in online linear regression

zbMath1320.62165arXiv1101.1057MaRDI QIDQ5405264

Sébastien Gerchinovitz

Publication date: 1 April 2014

Full work available at URL: https://arxiv.org/abs/1101.1057

zbMATH Keywords

sparsityindividual sequencesadaptive regret boundsonline linear regression

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Nonparametric estimation (62G05) Sequential statistical methods (62L99)

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