Nonlinear variable selection with continuous outcome: A fully nonparametric incremental forward stagewise approach.

Published in: Stat. Anal. Data Min. (2018)

Keyphrases

variable selection
input variables
cross validation
high dimensional
linear models
stochastic search
model selection
dimension reduction
group lasso
ls svm
loss function
high dimensional data
machine learning
convex optimization
clustering method
preprocessing
feature extraction
data mining