Subgradient regularized multivariate convex regression at scale

DOI10.1137/21M1413134MaRDI QIDQ6573015zbMATH OpenFDO

Authors Wenyu Chen, Rahul Mazumder

Publication date 16 July 2024

Published in SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/21M1413134

zbMATH Keywords

computational guaranteesconvex regressionlarge scale convex optimizationnonparametric shape restricted regressionnumerical optimizationquadratic programming

Mathematics Subject Classification ID

Large-scale problems in mathematical programming (90C06) Quadratic programming (90C20) Convex programming (90C25)

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Cited in

(4)

• Scalable holistic linear regression
• Sparse Convex Regression
• Histogram transform ensembles for large-scale regression
• Boundary problem and overfitting reduction in convex regression

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