Interpolating Predictors in High-Dimensional Factor Regression.
Florentina BuneaSeth Strimas-MackeyMarten H. WegkampPublished in: J. Mach. Learn. Res. (2022)
Keyphrases
- high dimensional
- low dimensional
- multi variate
- regression model
- generalized linear models
- sparse data
- estimation problems
- high dimensionality
- feature space
- regression problems
- parameter space
- nearest neighbor
- model selection
- basis functions
- high dimensional problems
- noisy data
- high dimensional data
- support vector regression
- support vector
- multi dimensional
- gaussian processes
- factor analysis
- dimension reduction
- similarity search
- input space
- regression analysis
- manifold learning
- genetic programming
- partial least squares
- high dimensional spaces
- regression algorithm
- sparse coding
- regression function
- query performance prediction
- gene expression data
- polynomial regression
- aggregating algorithm