Variable Selection for a Nonparametric Nonlinear System by Directional Regression.
Changming ChengEr-Wei BaiPublished in: CDC (2019)
Keyphrases
- variable selection
- model selection
- linear models
- nonparametric regression
- cross validation
- proportional hazards model
- input variables
- stepwise regression
- high dimensional
- regression problems
- dimension reduction
- regression model
- group lasso
- machine learning
- support vector
- ls svm
- statistical inference
- feature selection
- decision trees
- gaussian processes
- preprocessing
- logistic regression models
- linear regression
- number of input variables