Estimating Functionals of the Out-of-Sample Error Distribution in High-Dimensional Ridge Regression.
Pratik PatilAlessandro RinaldoRyan J. TibshiraniPublished in: AISTATS (2022)
Keyphrases
- ridge regression
- high dimensional
- ordinary least squares
- linear regression
- pseudo inverse
- regression methods
- nearest neighbor
- ls svm
- error rate
- support vector machine
- parameter space
- higher order
- variable selection
- low dimensional
- least squares
- cross validation
- principal component analysis
- partial least squares
- kernel regression
- data points
- data sets