Scalable Interpretable Multi-Response Regression via SEED

Zheng, ZM; Bahadori, MT; Liu, Y; Lv, JC

Zheng, ZM (reprint author), Univ Sci & Technololgy China, Int Inst Finance, Sch Management, Hefei 230026, Anhui, Peoples R China.; Zheng, ZM (reprint author), Univ Sci & Technololgy China, Int Inst Finance, Sch Data Sci, Hefei 230026, Anhui, Peoples R Chi

JOURNAL OF MACHINE LEARNING RESEARCH, 2019; 20 ():

Abstract

Sparse reduced-rank regression is an important tool for uncovering meaningful dependence structure between large numbers of predictors and responses i......

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