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Noiseless Gaussian Regression


Noiseless Gaussian regression estimates a fixed vector s from independent standard Gaussian feature vectors X_t and exact labels Y_t=<X_t,s>. For a unit signal and a unit estimate, angular accuracy epsilon means arccos<s^^,s><=epsilon. If all raw observations can be retained, d rows in dimension d determine s almost surely.

In a finite-state streaming model, at most 2^M states are retained between observations. The learner reads each pair once, cannot choose or revisit rows, and may perform unrestricted computation on the current pair using fresh randomness. Its rules may use a data-independent shared random seed, and the complete experiment must be jointly measurable. It stops by a prescribed deterministic horizon T; its output uses only its terminal state, stopping index, and fresh randomness. Thus memory is measured in bits, and even the last pair can affect the output only through that state.


See also

Conditional Mutual Information, Linear Regression, Mutual Information, Normal Distribution, Sphere

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References

Sharan, V.; Sidford, A.; and Valiant, G. "Memory-Sample Tradeoffs for Linear Regression with Small Error." In Proc. 51st Annual ACM SIGACT Symposium on Theory of Computing (Ed. M. Charikar and E. Cohen). New York, NY: ACM, pp. 890-901, 2019. https://doi.org/10.1145/3313276.3316403.

Cite this as:

Weisstein, Eric W. "Noiseless Gaussian Regression." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/NoiselessGaussianRegression.html

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