High-dimensional linear regression via implicit regularization

DOI10.1093/BIOMET/ASAC010OpenAlexW4210817556WikidataQ115582919 ScholiaQ115582919MaRDI QIDQ5872848FDOQ5872848

Authors: Peng Zhao, Yun Yang, Q. C. He 

Publication date: 4 January 2023

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1903.09367

zbMATH Keywords

high-dimensional regressiongradient descentimplicit regularizationearly stoppingoverparameterization

Mathematics Subject Classification ID

Statistics (62-XX)

Cited In (7)

• Quickly Finding the Best Linear Model in High Dimensions via Projected Gradient Descent
• Covariance-regularized regression and classification for high dimensional problems
• High-dimensional Linear Regression for Dependent Data with Applications to Nowcasting
• Understanding Implicit Regularization in Over-Parameterized Single Index Model
• Regularization after retention in ultrahigh dimensional linear regression models
• COMBSS: best subset selection via continuous optimization
• Kurdyka-Łojasiewicz exponent via Hadamard parametrization

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