Sparse principal component regression for generalized linear models.
Shuichi KawanoHironori FujisawaToyoyuki TakadaToshihiko ShiroishiPublished in: Comput. Stat. Data Anal. (2018)
Keyphrases
- generalized linear models
- principal component regression
- regression model
- regression methods
- logistic regression
- linear regression
- partial least squares
- principal components
- high dimensional
- support vector regression
- dirichlet process
- regression analysis
- support vector
- decision trees
- kernel space
- gaussian process
- sampling algorithm
- regression method
- dimension reduction
- dimensionality reduction
- least squares