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Best-Subset Selection in Generalized Linear Models: A Fast and Consistent Algorithm via Splicing Technique.
Junxian Zhu
Jin Zhu
Borui Tang
Xuanyu Chen
Hongmei Lin
Xueqin Wang
Published in:
CoRR (2023)
Keyphrases
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subset selection
np hard
computational complexity
learning algorithm
dynamic programming
probabilistic model
theoretical analysis
search strategy
genetic algorithm
optimal solution
prior knowledge
training data
machine learning
knn
em algorithm
bayesian framework
posterior probability