A semi-parametric approach to feature selection in high-dimensional linear regression models.
Yuyang LiuPengfei PiShan LuoPublished in: Comput. Stat. (2023)
Keyphrases
- semi parametric
- linear regression models
- least squares
- high dimensional
- feature selection
- dimensionality reduction
- regression analysis
- feature space
- regression model
- regression trees
- regression problems
- linear model
- linear regression model
- statistical inference
- model selection
- low dimensional
- density estimation
- variable selection
- input space
- feature extraction
- optical flow
- constrained optimization
- support vector
- linear regression
- high dimensional data
- feature set
- nearest neighbor
- multi class
- mixture model
- genetic programming
- machine learning
- cross validation
- feature subset
- kernel function
- unsupervised learning
- knn
- data points