A Fast Linear Regression via SVD and Marginalization.
Philip GreengardAndrew GelmanAki VehtariPublished in: CoRR (2020)
Keyphrases
- linear regression
- least squares
- singular value decomposition
- regression methods
- regression problems
- linear regression model
- nonlinear regression
- dimensionality reduction
- locally weighted
- linear models
- posterior distribution
- ridge regression
- ls svm
- regression method
- kernel regression
- linear model
- dimension reduction
- regression trees
- predictor variables
- generalized linear models
- kernel density estimators
- feature selection
- logistic regression
- parameter estimation
- optical flow
- feature space
- three dimensional