arxivstat.MLcs.LGstat.ME2026-06-26
Adaptive Iterative Hard Thresholding for Online High-dimensional Quantile Regression
Online high-dimensional regression requires algorithms that can update sequentially while preserving structural sparsity. We propose \textit{Adaptive Iterative Hard Thresholding (AIHT)}, an online sparse-regression framework that alternates stochastic subgradient updates with ada…