Subsampling based variable selection for generalized linear models.
Marinela CapanuMihai C. GiurcanuColin B. BeggMithat GönenPublished in: Comput. Stat. Data Anal. (2023)
Keyphrases
- variable selection
- generalized linear models
- high dimensional
- regression model
- model selection
- logistic regression
- input variables
- cross validation
- linear regression
- dimension reduction
- high dimensional data
- high dimensionality
- regression methods
- ls svm
- low dimensional
- nearest neighbor
- data sets
- hyperparameters
- gaussian process
- feature space