Cross validation in LASSO and its acceleration.
Tomoyuki ObuchiYoshiyuki KabashimaPublished in: CoRR (2016)
Keyphrases
- cross validation
- model selection
- variable selection
- regularization parameter
- hyperparameters
- support vector
- regression problems
- training set
- cross validated
- generalization error
- error estimates
- ls svm
- sample size
- regression model
- unseen data
- neural network
- database
- nearest neighbor
- artificial neural networks
- leave one out cross validation
- information criterion
- permutation tests