Efficient cross-validation of principal components applied to principal component regression.
Bart J. A. MertensTom FearnMichael ThompsonPublished in: Stat. Comput. (1996)
Keyphrases
- cross validation
- principal components
- principal component regression
- model selection
- partial least squares
- principal component analysis
- variable selection
- kernel space
- support vector
- training set
- generalization error
- hyperparameters
- dimensionality reduction
- data sets
- feature set
- ls svm
- dimension reduction
- hyperplane
- feature space
- pattern recognition
- upper bound
- lower bound