most citedSparse High-Dimensional Regression: Exact Scalable Algorithms and Phase Transitions

2 citations · 2 across the 1 of their papers we have counts for

collaborators

2 papers

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…