Optimal Errors and Phase Transitions in High-Dimensional Generalized Linear Models.

Jean Barbier, Florent Krzakala, Nicolas Macris, Léo Miolane, Lenka Zdeborová

Abstract: Generalized linear models (GLMs) arise in high-dimensional machine learning, statistics, communications and signal processing. % In this paper we analyze GLMs when the data matrix is random, as rel...