An Efficient Reversible Algorithm for Linear Regression

Abstract

This paper presents an efficient reversible algorithm for linear regression, both with and without ridge regression. Our reversible algorithm matches the asymptotic time and space complexity of standard irreversible algorithms for this problem. Needed for this result is the expansion of the analysis of efficient reversible matrix multiplication to rectangular matrices and matrix inversion.

6 pages; matrix inversion proof corrected; Erik Demaine added as author