New Improved Criterion for Model Selection in Sparse High-Dimensional Linear Regression Models.
Prakash B. GohainMagnus JanssonPublished in: ICASSP (2022)
Keyphrases
- model selection
- high dimensional
- selection criterion
- model selection criteria
- linear regression models
- cross validation
- variable selection
- marginal likelihood
- regression model
- parameter estimation
- low dimensional
- regression analysis
- hyperparameters
- information criterion
- feature selection
- machine learning
- sample size
- least squares
- gaussian process
- bayesian information criterion
- feature space
- dimensionality reduction
- linear regression model
- unsupervised learning
- regression trees
- dimension reduction
- parameter space
- generalization error
- nearest neighbor
- kernel function
- data points
- learning machines
- high dimensional data