Shuoguang Yang

Online Generalized Sparse Regression: How Does Overparametrization Help?

This paper proposes an online generalized-sparsity-constrained regression framework, focusing on online cardinality-constrained linear regression and low-rank matrix sensing, and introduces an efficient online hard-thresholding algorithm that performs closed-form updates and requires storing only summary statistics, making it computationally, memory, and storage efficient.