Best Subset Selection in Reduced Rank Regression.

Canhong Wen Ruipeng Dong Xueqin Wang Weiyu Li Heping Zhang

Published in: CoRR (2022)

Keyphrases

subset selection
feature selection
regression model
hill climbing
significantly reduced
simple linear
regression algorithm
information systems
linear regression
support vector regression
gaussian processes
regression analysis
regression problems
training set