Tuning Parameter Selection Based on Blocked 3˟ 2 Cross-Validation for High-Dimensional Linear Regression Model.
Xingli YangYu WangRuibo WangMengmeng ChenJihong LiPublished in: Neural Process. Lett. (2020)
Keyphrases
- parameter selection
- cross validation
- linear regression model
- model selection
- regression model
- high dimensional
- variable selection
- regression analysis
- ls svm
- linear regression
- hyperparameters
- generalization error
- low dimensional
- parameter estimation
- sample size
- dimensionality reduction
- prediction model
- machine learning
- high dimensional data
- regularization parameter
- input variables
- training set
- support vector
- data sets
- kernel function
- incremental learning
- parameter settings
- data points
- factor analysis
- feature space
- feature selection