Explicit Bounds on Hoffman Constants for Sparse Polyhedral Regularizers

The research derives explicit bounds for Hoffman constants, which measure distance to a solution set in sparse regularization problems like LASSO. By decomposing these constants into spectral, geometric, and interaction components, the authors show how active subspaces determine performance. This provides dimension-free tools to understand optimization geometry and guides practical hyperparameter selection.

Open the full episode

More from AI Radio