Grouped Variable Selection with Discrete Optimization: Computational and Statistical Perspectives.
Hussein HazimehRahul MazumderPeter RadchenkoPublished in: CoRR (2021)
Keyphrases
- variable selection
- discrete optimization
- input variables
- combinatorial optimization problems
- cross validation
- linear models
- high dimensional
- model selection
- dimension reduction
- high dimensional data
- tabu search
- number of input variables
- graph matching
- learning algorithm
- pattern matching
- np hard
- object recognition
- optimal solution
- clustering algorithm
- feature selection