# Leveraged volume sampling for linear regression

Michał DerezińskiManfred K. WarmuthDaniel Hsu

Suppose an $n \times d$ design matrix in a linear regression problem is given, but the response for each point is hidden unless explicitly requested. The goal is to sample only a small number $k \ll n$ of the responses, and then produce a weight vector whose sum of squares loss over all points is at most $1+\epsilon$ times the minimum... (read more)

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