Efficient Smoothed Concomitant Lasso Estimation for High Dimensional Regression.
Eugène NdiayeOlivier FercoqAlexandre GramfortVincent LeclèreJoseph SalmonPublished in: CoRR (2016)
Keyphrases
- high dimensional
- generalized linear models
- variable selection
- regression model
- model selection
- ridge regression
- linear regression
- estimation problems
- regularized regression
- dimensionality reduction
- multi dimensional
- least squares
- computationally efficient
- support vector machine
- feature selection
- high dimensionality
- dimension reduction
- semi parametric
- group lasso
- multi variate
- nonparametric regression
- sample size
- estimation accuracy
- accurate estimation
- cross validation
- data sets
- kernel function
- nearest neighbor
- decision trees
- genetic algorithm
- neural network