On Learning High Dimensional Structured Single Index Models

national conference on artificial intelligence, pp. 1898-1904, 2017.

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Abstract:

Single Index Models (SIMs) are simple yet flexible semi-parametric models for classification and regression, where response variables are modeled as a nonlinear, monotonic function of a linear combination of features. Estimation in this context requires learning both the feature weights and the nonlinear function that relates features to ...More

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