Model-free variable selection for conditional mean in regression.
Yuexiao DongZhou YuLi-Ping ZhuPublished in: Comput. Stat. Data Anal. (2020)
Keyphrases
- variable selection
- model free
- model selection
- linear models
- cross validation
- proportional hazards model
- reinforcement learning
- stepwise regression
- input variables
- regression problems
- regression model
- high dimensional
- function approximation
- group lasso
- dimension reduction
- linear regression
- support vector
- high dimensional data
- feature space
- semi parametric
- high dimensionality
- neural network
- learning experience
- feature selection
- machine learning