A Consistent and Scalable Algorithm for Best Subset Selection in Single Index Models.
Borui TangJin ZhuJunxian ZhuXueqin WangHeping ZhangPublished in: CoRR (2023)
Keyphrases
- times faster
- learning algorithm
- subset selection
- single pass
- globally optimal
- np hard
- dynamic programming
- experimental evaluation
- computational complexity
- detection algorithm
- cost function
- computational cost
- optimal solution
- improved algorithm
- significant improvement
- probabilistic model
- optimization algorithm
- high accuracy
- segmentation algorithm
- worst case
- theoretical analysis
- expectation maximization
- k means
- search space
- preprocessing
- genetic algorithm
- decision trees
- search strategy
- convergence rate
- bayesian framework
- bayesian networks
- tree structure
- simulated annealing