30 citations · 133 across the 20 of their papers we have counts for
Showing 2017 · math.OCShow all
2 papers · 2 filters
math.OC2017
Sparse Hierarchical Regression with Polynomials
Dimitris Bertsimas, Bart Van Parys
We present a novel method for exact hierarchical sparse polynomial regression. Our regressor is that degree polynomial which depends on at most inputs, counting at most $\e…
math.OC2017★ 2 cited
Sparse High-Dimensional Regression: Exact Scalable Algorithms and Phase Transitions
Dimitris Bertsimas, Bart Van Parys
We present a novel binary convex reformulation of the sparse regression problem that constitutes a new duality perspective. We devise a new cutting plane method and provide evidenc…