Variable selection in convex quantile regression: L1-norm or L0-norm regularization?
Sheng DaiPublished in: Eur. J. Oper. Res. (2023)
Keyphrases
- norm regularization
- group lasso
- variable selection
- convex optimization
- efficient optimization
- cross validation
- input variables
- dimension reduction
- linear models
- high dimensional
- model selection
- high dimensional data
- multi task
- regression model
- ls svm
- convex relaxation
- feature selection
- multi class
- data sets
- feature extraction