Minimising the delta test for variable selection in regression problems.
Alberto GuillénDusan SoviljAmaury LendasseFernando MateoIgnacio RojasPublished in: Int. J. High Perform. Syst. Archit. (2008)
Keyphrases
- variable selection
- regression problems
- cross validation
- model selection
- group lasso
- high dimensional data
- hyperparameters
- input variables
- linear regression
- support vector
- linear models
- genetic programming
- high dimensional
- training set
- dimension reduction
- feature selection
- generalization error
- input space
- training data
- data points
- genetic algorithm
- data sets
- learning machines