Near Optimal Heteroscedastic Regression with Symbiotic Learning

Aniket Das, Dheeraj M. Nagaraj, Praneeth Netrapalli, Dheeraj Baby

Abstract: We consider the classical problem of heteroscedastic linear regression where, given $n$ i.i.d. samples $(\vx_i, y_i)$ drawn from the model $y_i = \dotp{\wstar}{\vx_i} + \epsilon_i \cdot \dotp{\fsta...