Elementary Estimators for High-Dimensional Linear Regression.
Eunho YangAurelie C. LozanoPradeep RavikumarPublished in: ICML (2014)
Keyphrases
- linear regression
- high dimensional
- generalized linear models
- kernel density estimators
- least squares
- low dimensional
- ridge regression
- regression methods
- locally weighted
- regression problems
- linear regression model
- dimensionality reduction
- high dimensional data
- nearest neighbor
- high dimensionality
- nonlinear regression
- feature space
- robust regression
- regression method
- linear models
- regression trees
- kernel function
- variable selection
- predictor variables
- parameter space
- regression model
- square loss