Sparse variable reduced rank regression via Stiefel optimization.
Magnus O. UlfarssonVictor SoloPublished in: ICASSP (2011)
Keyphrases
- regression model
- optimization algorithm
- global optimization
- optimization problems
- sparse bayesian learning
- optimization process
- linear regression
- canonical correlation analysis
- constrained optimization
- optimization method
- search engine
- sparse representation
- model selection
- evolutionary algorithm
- support vector
- sparse regression
- least squares
- neural network
- high dimensional
- regression analysis
- regression problems
- sparse data
- partial least squares
- simple linear
- compressed sensing
- target variable