Robust nonnegative garrote variable selection in linear regression.
Irène GijbelsInge VrinssenPublished in: Comput. Stat. Data Anal. (2015)
Keyphrases
- linear regression
- variable selection
- linear models
- least squares
- input variables
- cross validation
- regression problems
- high dimensional
- model selection
- regression methods
- ridge regression
- dimension reduction
- nonlinear regression
- group lasso
- locally weighted
- logistic regression models
- feature selection
- regression trees
- regression model
- support vector machine
- training set
- feature space
- image processing