Sparse reduced-rank regression for simultaneous rank and variable selection via manifold optimization.
Kohei YoshikawaShuichi KawanoPublished in: Comput. Stat. (2023)
Keyphrases
- variable selection
- high dimensional
- stochastic search
- linear models
- input variables
- model selection
- cross validation
- group lasso
- low dimensional
- sparsity inducing
- high dimensional data
- proportional hazards model
- linear regression
- dimension reduction
- feature space
- data sets
- dimensionality reduction
- fuzzy logic
- data points
- random projections
- feature extraction
- computer vision
- neural network