The flare Package for High Dimensional Linear Regression and Precision Matrix Estimation in R.
Xingguo LiTuo ZhaoXiaoming YuanHan LiuPublished in: CoRR (2020)
Keyphrases
- linear regression
- generalized linear models
- high dimensional
- least squares
- robust regression
- regression methods
- regression problems
- locally weighted
- nonlinear regression
- ridge regression
- linear regression model
- linear models
- logistic regression
- high dimensionality
- variable selection
- feature selection
- regression trees
- data streams
- singular value decomposition
- loss function
- genetic programming
- dimensionality reduction
- nearest neighbor
- data points