Alternating DCA for reduced-rank multitask linear regression with covariance matrix estimation - Le Thi, Hoai An; Ho, Vinh Thanh (Annals of mathematics and artificial intelligence, 2022)
Keywords: Algorithms; Artificial Intelligence; Complex Systems; Computer Science; Convexity; Covariance matrix; Critical point; Machine learning; Mathematics; Regression analysis; Regression models; DCA; 62J05; Reduced-rank multitask linear regression; DC programming; 90C90; 90C26; Partial DC program; Covariance matrix estimation; Alternating DCA; Partial DC programming