• DocumentCode
    28150
  • Title

    Near-Optimal Coresets for Least-Squares Regression

  • Author

    Boutsidis, Christos ; Drineas, Petros ; Magdon-Ismail, Malik

  • Author_Institution
    Dept. of Math. Sci., IBM T. J. Watson Res. Center, Yorktown Heights, NY, USA
  • Volume
    59
  • Issue
    10
  • fYear
    2013
  • fDate
    Oct. 2013
  • Firstpage
    6880
  • Lastpage
    6892
  • Abstract
    We study the (constrained) least-squares regression as well as multiple response least-squares regression and ask the question of whether a subset of the data, a coreset, suffices to compute a good approximate solution to the regression. We give deterministic, low-order polynomial-time algorithms to construct such coresets with approximation guarantees, together with lower bounds indicating that there is not much room for improvement upon our results.
  • Keywords
    least squares approximations; regression analysis; approximate solution; least squares regression; near optimal coresets; polynomial time algorithms; Approximation algorithms; Approximation methods; Distributed databases; Electronic mail; Linear regression; Time series analysis; Vectors; Least mean square algorithms; machine learning algorithms; regression analysis;
  • fLanguage
    English
  • Journal_Title
    Information Theory, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9448
  • Type

    jour

  • DOI
    10.1109/TIT.2013.2272457
  • Filename
    6555821