Discriminant Analysis and Support Vector Regression in High Dimensions: Sharp Performance Analysis and Optimal Designs
Machine learning is emerging as a powerful tool to data science and is being applied in almost all subjects. In many applications, the number of features is com- parable to the number of samples, and both grow large. This setting is usually named the high-dimensional regime. In this regime, new chal...
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Language: | en |
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2021
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Online Access: | Sifaou, H. (2021). Discriminant Analysis and Support Vector Regression in High Dimensions: Sharp Performance Analysis and Optimal Designs. KAUST Research Repository. https://doi.org/10.25781/KAUST-7TA37 http://hdl.handle.net/10754/668982 |