Subspace Embedding and Linear Regression with Orlicz Norm

Alexandr Andoni, Chengyu Lin, Ying Sheng, Peilin Zhong, Ruiqi Zhong

Abstract: We consider a generalization of the classic linear regression problem to the case when the loss is an Orlicz norm. An Orlicz norm is parameterized by a non-negative convex function G: R_+ - > R_+ w...