Model-free Variable Selection in Reproducing Kernel Hilbert Space.
Lei YangShaogao LvJunhui WangPublished in: J. Mach. Learn. Res. (2016)
Keyphrases
- variable selection
- model free
- reproducing kernel hilbert space
- reinforcement learning
- loss function
- kernel methods
- kernel function
- cross validation
- high dimensional
- learning problems
- input variables
- euclidean space
- model selection
- gaussian process
- kernel matrix
- density estimation
- dimension reduction
- input space
- distance measure
- support vector
- ls svm
- metric learning
- neural network
- text classification
- data sets
- high dimensional data
- unsupervised learning
- learning process
- training set
- pattern recognition
- feature selection
- machine learning
- data mining