Deciding what to observe next: adaptive variable selection for regression in multivariate data streams.
Christoforos AnagnostopoulosNiall M. AdamsDavid J. HandPublished in: SAC (2008)
Keyphrases
- variable selection
- data streams
- model selection
- linear models
- regression model
- cross validation
- group lasso
- input variables
- proportional hazards model
- high dimensional
- stochastic search
- stepwise regression
- dimension reduction
- data sets
- regression problems
- high dimensional data
- relevance vector machine
- linear regression
- gaussian processes
- fuzzy logic
- artificial neural networks
- support vector