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stat.ML2017★ 12 cited
Near-Optimal Discrete Optimization for Experimental Design: A Regret Minimization Approach
Zeyuan Allen-Zhu, Yuanzhi Li, Aarti Singh +1
The experimental design problem concerns the selection of k points from a potentially large design pool of p-dimensional vectors, so as to maximize the statistical efficiency regre…
stat.ML2016★ 5 cited
Faster Principal Component Regression and Stable Matrix Chebyshev Approximation
Zeyuan Allen-Zhu, Yuanzhi Li
We solve principal component regression (PCR), up to a multiplicative accuracy , by reducing the problem to black-box calls of ridge regression. Therefore,…