Iterative Least Trimmed Squares for Mixed Linear Regression
ADVANCES IN NEURAL INFORMATION PROCESSING SYSTEMS 32 (NIPS 2019), pp. 6076-6086, 2019.
Given a linear regression setting, Iterative Least Trimmed Squares (ILTS) involves alternating between (a) selecting the subset of samples with lowest current loss, and (b) re-fitting the linear model only on that subset. Both steps are very fast and simple. In this paper we analyze ILTS in the setting of mixed linear regression with corr...More
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