For ellipsoid-constrained linear regression with covariate shift, the paper proposes a preconditioned least-squares estimator and proves lower and upper bounds, but the claimed exact match uses incompatible constants.
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Optimal Algorithms in Linear Regression under Covariate Shift: On the Importance of Precondition
For ellipsoid-constrained linear regression with covariate shift, the paper proposes a preconditioned least-squares estimator and proves lower and upper bounds, but the claimed exact match uses incompatible constants.