Assessing Tuning Parameter Selection Variability in Penalized Regression.
Wenhao HuEric B. LaberClay BarkerLeonard A. StefanskiPublished in: Technometrics (2019)
Keyphrases
- parameter selection
- model selection
- kernel ridge regression
- adaptive regularization
- regression model
- loss function
- hyperparameters
- cross validation
- least squares
- sample size
- gradient boosting
- parameter estimation
- variable selection
- data sets
- maximum likelihood
- machine learning
- feature space
- image processing
- feature selection