AdaTrans: Feature-wise and Sample-wise Adaptive Transfer Learning for High-dimensional Regressionstat.ML
AdaTrans adapts to feature and sample transfer in high-dimensional regression.
problem High-dimensional linear regression with more features than samples.
method F-AdaTrans and S-AdaTrans methods using fused-penalties and adaptive weights.
result AdaTrans achieves convergence rates close to oracle estimators and near-minimax optimal rates.