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sparse reduced-rank regression

2 papers

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Also known as

SRRR

Co-occurring keywords · papers mentioning both

linear convergence rate (1) reduced-rank regression (1) polyak-lojasiewicz inequality (1) proximal gradient algorithm (1) sparse matrix (1) low-rank matrix (1) singular value decomposition (1) eigenvalue decomposition (1) non-convex optimization (1) variable selection (1)

Papers

Fast Algorithms for Sparse Reduced-Rank Regression AISTATS 2019 Scalable Interpretable Multi-Response Regression via SEED JMLR 2019