Gain Confidence, Reduce Disappointment: A New Approach to Cross-Validation for Sparse Regression.
Ryan Cory-WrightAndrés GómezPublished in: CoRR (2023)
Keyphrases
- cross validation
- sparse regression
- model selection
- support vector
- hyperparameters
- training set
- regression problems
- feature selection and classification
- regularization parameter
- variable selection
- generalization error
- selected features
- low rank
- optical flow
- decision trees
- logistic regression
- simulated annealing
- feature vectors
- pairwise
- data mining