Sparsifying generalized linear models

Arun Jambulapati, James R. Lee, Yang P. Liu +1

We consider the sparsification of sums $F:{\mathbb{R}}^n\to \mathbb{R}$ where $F(x)=f_1(⟨a_1,x⟩)+\cdots +f_m(⟨a_m,x⟩)$ for vectors $a_1,\ldots,a_m \…