Optimally rotated coordinate systems for adaptive least-squares regression on sparse grids

Bastian Bohn, Michael Griebel, Jens Oettershagen. Optimally rotated coordinate systems for adaptive least-squares regression on sparse grids. In Tanya Y. Berger-Wolf, Nitesh V. Chawla, editors, Proceedings of the 2019 SIAM International Conference on Data Mining, SDM 2019, Calgary, Alberta, Canada, May 2-4, 2019. pages 163-171, SIAM, 2019. [doi]

Authors

Bastian Bohn

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Michael Griebel

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Jens Oettershagen

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