Selection of components and degrees of smoothing via lasso in high dimensional nonparametric additive models.
Shurong ZhengPublished in: Comput. Stat. Data Anal. (2008)
Keyphrases
- additive models
- high dimensional
- variable selection
- linear models
- linear classifiers
- low dimensional
- reproducing kernel hilbert space
- feature selection
- linear svm
- dimensionality reduction
- logistic regression
- linear regression
- least squares
- feature space
- parameter space
- cross validation
- regression model
- similarity search
- model selection