Towards the interpretation of time-varying regularization parameters in streaming penalized regression models.
Lenka ZbonákováRicardo Pio MontiWolfgang Karl HärdlePublished in: Pattern Recognit. Lett. (2019)
Keyphrases
- regression model
- regularization parameter
- model selection
- cross validation
- hyperparameters
- image restoration
- variable selection
- regression analysis
- explanatory variables
- generalized cross validation
- linear model
- data streams
- noise variance
- regression methods
- maximum likelihood
- posterior distribution
- machine learning
- sample size
- higher order
- least squares
- target variable
- loss function
- feature selection
- multiple linear regression
- neural network