Nonparametric linear feature learning in regression through regularisation - Follain, Bertille; Bach, Francis (Electronic journal of statistics, 2024)
Keywords: Artificial Intelligence; Computer Science; Machine Learning; Methodology; Statistics; Statistics Theory; non-parametric regression; secondary 65K10 multi-index model sparsity non-parametric regression regularised empirical risk minimisation alternating minimisation Hermite polynomials; secondary 65K10 multi-index model; Regularised empirical risk minimisation; Nonparametric regression; MSC2020 subject classifications: Primary 62G08; MSC2020 subject classifications: Primary 62G08 62F10; Alternating minimisation; Sparsity; Multi-index model; 62F10; Hermite orthogonal polynomials; Hermite polynomials