On dual model-free variable selection with two groups of variables.

Ahmad Alothman Yuexiao Dong Andreas Artemiou

Published in: J. Multivar. Anal. (2018)

Keyphrases

variable selection
model free
input variables
reinforcement learning
cross validation
high dimensional
function approximation
model selection
linear models
dimension reduction
high dimensional data
group lasso
number of input variables
clustering method
dimensionality reduction
nearest neighbor
data points