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A Universal Analysis of Large-Scale Regularized Least Squares Solutions

NeurIPS 2017 · Learning theory and algorithms › Matrix and tensor methods · approach: Sparse regression with guarantees

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
use non-Gaussian sensing matrices (centered Bernoulli, Student-t with 3 dof, asymmetric Bernoulli) instead of GaussianLASSO sensing matrix · Simulated LASSO with sparse signalsaverage L2 error vs theoretical predictionNo clear effect

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