Sparse hierarchical regression with polynomials.
Dimitris BertsimasBart P. G. Van ParysPublished in: Mach. Learn. (2020)
Keyphrases
- sparse regression
- sparse bayesian learning
- regression model
- high dimensional
- sparse kernel
- relevance vector machine
- linear regression
- locally weighted
- sparse representation
- model selection
- gaussian processes
- regression analysis
- gaussian process regression
- simple linear
- multiscale
- covariance function
- canonical correlation analysis
- hierarchical model
- sparse data
- regression problems
- support vector regression
- support vector
- regression algorithm
- sparse matrix
- hierarchical structure
- polynomial regression
- multiresolution
- clustering algorithm
- sparse approximations