A New Approach to Variable Selection Using the TLS Approach.

Jean-Jacques Fuchs Sébastien Maria

Published in: IEEE Trans. Signal Process. (2007)

Keyphrases

variable selection
cross validation
input variables
high dimensional
linear models
dimension reduction
model selection
stochastic search
parameter estimation
genetic algorithm
training data
group lasso
logistic regression models
probabilistic model
feature selection
neural network
number of input variables