• English
  • Deutsch
  • Log In
    Password Login
    Research Outputs
    Fundings & Projects
    Researchers
    Institutes
    Statistics
Repository logo
Fraunhofer-Gesellschaft
  1. Home
  2. Fraunhofer-Gesellschaft
  3. Konferenzschrift
  4. On the convergence rate of sparse grid least squares regression
 
  • Details
  • Full
Options
2018
Conference Paper
Title

On the convergence rate of sparse grid least squares regression

Abstract
While sparse grid least squares regression algorithms have been frequently used to tackle Big Data problems with a huge number of input data in the last 15 years, a thorough theoretical analysis of stability properties, error decay behavior and appropriate couplings between the dataset size and the grid size has not been provided yet. In this paper, we will present a framework which will allow us to close this gap and rigorously derive upper bounds on the expected error for sparse grid least squares regression. Furthermore, we will verify that our theoretical convergence results also match the observed rates in numerical experiments.
Author(s)
Bohn, B.
Mainwork
Sparse Grids and Applications - Miami 2016  
Conference
Workshop on Sparse Grids and Applications (SGA) 2016  
Open Access
DOI
10.1007/978-3-319-75426-0_2
Additional full text version
Landing Page
Language
English
Fraunhofer-Institut für Algorithmen und Wissenschaftliches Rechnen SCAI  
  • Cookie settings
  • Imprint
  • Privacy policy
  • Api
  • Contact
© 2024