A nonlinear mixed-integer programming approach for variable selection in linear regression model.
Mahdi RoozbehSaman Babaie-KafakiZohre AminifardPublished in: Commun. Stat. Simul. Comput. (2023)
Keyphrases
- variable selection
- mixed integer programming
- linear regression model
- regression model
- regression analysis
- model selection
- linear regression
- cross validation
- column generation
- high dimensional
- mixed integer
- lot sizing
- production planning
- dimension reduction
- lagrangian relaxation
- data sets
- genetic algorithm
- integer programming
- low dimensional
- training data
- pattern recognition
- feature selection
- search space
- high dimensional data
- least squares