A relative error-based approach for variable selection.
Meiling HaoYunyuan LinXingqiu ZhaoPublished in: Comput. Stat. Data Anal. (2016)
Keyphrases
- variable selection
- relative error
- cross validation
- input variables
- original data
- data dimensionality
- high dimensional
- dimension reduction
- stochastic search
- model selection
- linear models
- high dimensional data
- squared error
- absolute error
- group lasso
- feature selection
- wavelet synopses
- support vector
- loss function
- data analysis
- pattern recognition