Variable Selection in Additive Models Using P-Splines.
Anestis AntoniadisIrène GijbelsAnneleen VerhasseltPublished in: Technometrics (2012)
Keyphrases
- variable selection
- additive models
- linear models
- high dimensional
- cross validation
- input variables
- dimension reduction
- ls svm
- model selection
- closed form
- high dimensional data
- low dimensional
- dimensionality reduction
- linear classifiers
- feature selection
- nearest neighbor
- data sets
- hyperparameters
- principal component analysis
- machine learning
- reproducing kernel hilbert space
- linear svm
- neural network