Stabilizing the lasso against cross-validation variability.

S. Roberts G. Nowak

Published in: Comput. Stat. Data Anal. (2014)

Keyphrases

cross validation
model selection
variable selection
hyperparameters
regularization parameter
generalization error
support vector
cross validated
training set
error estimates
nearest neighbor classifiers
data mining
regression problems
binary classifiers
unseen data
information criterion