The Contextual Lasso: Sparse Linear Models via Deep Neural Networks.
Ryan ThompsonAmir DezfouliRobert KohnPublished in: CoRR (2023)
Keyphrases
- linear models
- group lasso
- variable selection
- neural network
- linear regression
- regression coefficients
- gaussian graphical models
- high dimensional
- additive models
- linear model
- sparse representation
- regularized regression
- cross validation
- regression model
- pattern recognition
- least squares
- nearest neighbor
- model selection
- dimension reduction
- gaussian processes
- causal relationships
- nonlinear models
- feature selection