Cross validation in sparse linear regression with piecewise continuous nonconvex penalties and its acceleration.
Tomoyuki ObuchiAyaka SakataPublished in: CoRR (2019)
Keyphrases
- cross validation
- linear regression
- piecewise continuous
- regression problems
- sparse regression
- generalized linear models
- model selection
- least squares
- support vector
- regression methods
- variable selection
- hyperparameters
- training set
- ridge regression
- generalization error
- cross validated
- convex optimization
- high dimensional
- regularization parameter
- regression method
- nonlinear regression
- objective function
- unseen data
- nonlinear programming
- active learning
- multi class
- ls svm