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稀疏线性回归多项式时间算法性能的下界

Lower bounds on the performance of polynomial-time algorithms for sparse linear regression
课程网址: http://videolectures.net/colt2014_zhang_algorithms/  
主讲教师: Yuchen Zhang
开课单位: 加州大学
开课时间: 2014-07-15
课程语种: 英语
中文简介:
在复杂度理论中的标准假设(NP不在P/poly中)下,我们证明了稀疏线性回归的最小最大预测风险(可以通过多项式时间算法实现)与最优算法实现)之间的差距。特别地,当设计矩阵是病态的时,通过多项式时间算法可实现的最小最大预测损失可以显著大于最优算法的最小预测损失。该结果是稀疏线性回归的多项式和最优算法之间的第一个已知差距,并且不依赖于平均案例复杂性的推测。
课程简介: Under a standard assumption in complexity theory (NP not in P/poly), we demonstrate a gap between the minimax prediction risk for sparse linear regression that can be achieved by polynomial-time algorithms, and that achieved by optimal algorithms. In particular, when the design matrix is ill-conditioned, the minimax prediction loss achievable by polynomial-time algorithms can be substantially greater than that of an optimal algorithm. This result is the first known gap between polynomial and optimal algorithms for sparse linear regression, and does not depend on conjectures in average-case complexity.
关 键 词: 标准假设; 预测风险; 最优算法
课程来源: 视频讲座网
数据采集: 2022-12-07:chenjy
最后编审: 2022-12-07:chenjy
阅读次数: 17