A Model Selection Criterion for High-Dimensional Linear Regression.
Arash OwrangMagnus JanssonPublished in: IEEE Trans. Signal Process. (2018)
Keyphrases
- linear regression
- high dimensional
- generalized linear models
- least squares
- regression problems
- low dimensional
- regression methods
- high dimensionality
- ridge regression
- dimensionality reduction
- variable selection
- linear models
- nonlinear regression
- parameter space
- locally weighted
- feature space
- regression method
- nearest neighbor
- kernel regression
- linear regression model
- machine learning
- multivariate regression
- dimension reduction
- data points
- kernel function
- training set
- decision trees