Sparse partial least squares regression for on-line variable selection with multivariate data streams.
Brian McWilliamsGiovanni MontanaPublished in: Stat. Anal. Data Min. (2010)
Keyphrases
- variable selection
- partial least squares regression
- data streams
- high dimensional
- group lasso
- sparsity inducing
- input variables
- cross validation
- linear models
- regression model
- stochastic search
- dimension reduction
- model selection
- data sets
- structured sparsity
- neural network
- high dimensional data
- low dimensional
- ensemble selection
- sparse representation
- sparse coding
- data mining
- number of input variables
- dimensionality reduction
- feature vectors
- random projections
- feature space
- sparse matrix
- feature selection
- elastic net