Relative Cost Based Model Selection for Sparse High-Dimensional Linear Regression Models.
Prakash B. GohainMagnus JanssonPublished in: ICASSP (2020)
Keyphrases
- model selection
- high dimensional
- linear regression models
- variable selection
- cross validation
- regression model
- regression analysis
- hyperparameters
- parameter estimation
- low dimensional
- sample size
- least squares
- machine learning
- gaussian process
- model selection criteria
- nearest neighbor
- data points
- generalization error
- unsupervised learning
- dimension reduction
- feature selection
- selection criterion
- information criterion
- marginal likelihood
- parameter space
- input space
- high dimensional data
- dimensionality reduction
- feature space
- data mining
- learning machines
- kernel function