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Variable Selection is Hard
Published on Aug 20, 20151877 Views
Variable selection for sparse linear regression is the problem of finding, given an m x p matrix B and a target vector y, a sparse vector x such that Bx approximately equals y. Assuming a standard com
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Chapter list
Variable Selection is Hard00:00
Problem Formulation: (g, h)-Sparse Regression00:00
An Inefficient Algorithm for (1, 0)-Sparse Regression01:15
Precise Statement of Hardness Result02:35
Prior Hardness Results03:43