Prediction Risk for the Horseshoe Regression.
Anindya BhadraJyotishka DattaYunfan LiNicholas G. PolsonBrandon T. WillardPublished in: J. Mach. Learn. Res. (2019)
Keyphrases
- regression model
- prediction model
- prediction accuracy
- linear regression
- linear regression model
- decision making
- prediction algorithm
- prediction error
- risk management
- conformal prediction
- feature selection
- locally weighted
- high risk
- partial least squares
- model selection
- risk assessment
- risk analysis
- radial basis function network
- regression analysis
- regression algorithm
- risk averse
- target variable
- knn
- minimum risk
- artificial neural networks