Strengthening the Forward Variable Selection Stopping Criterion.
Luis Javier HerreraGinés RubioHéctor PomaresBen PaechterAlberto GuillénIgnacio RojasPublished in: ICANN (2) (2009)
Keyphrases
- variable selection
- stopping criterion
- convergence rate
- input variables
- cross validation
- high dimensional
- model selection
- region merging
- linear models
- dimension reduction
- cost function
- group lasso
- feature selection
- high dimensional data
- machine learning
- dimensionality reduction
- supervised learning
- pattern recognition
- support vector