Empirical Priors for Prediction in Sparse High-dimensional Linear Regression.
Ryan MartinYiqi TangPublished in: J. Mach. Learn. Res. (2020)
Keyphrases
- linear regression
- high dimensional
- generalized linear models
- linear regression model
- least squares
- sparse data
- regression methods
- regression problems
- linear models
- nonlinear regression
- sparse regression
- regression model
- prediction accuracy
- additive models
- prediction model
- dimensionality reduction
- high dimensional data
- locally weighted
- ridge regression
- low dimensional
- linear predictors
- feature space
- regression trees
- logistic regression
- data points
- predictor variables
- variable selection
- sparse coding
- three dimensional
- multivariate regression
- regression method
- prediction error
- input space
- dimension reduction
- nearest neighbor
- feature extraction