Using random subspace method for prediction and variable importance assessment in linear regression.
Jan MielniczukPawel TeisseyrePublished in: Comput. Stat. Data Anal. (2014)
Keyphrases
- linear regression
- subspace methods
- linear regression model
- least squares
- predictor variables
- regression problems
- regression methods
- linear predictors
- prediction accuracy
- ridge regression
- principal component analysis
- linear discriminant analysis
- ensemble methods
- benchmark datasets
- support vector machine
- feature extraction
- face recognition
- computer vision
- logistic regression
- random forest
- lower dimensional
- non stationary
- recognition rate
- feature vectors