Adaptive Feature Selection: Computationally Efficient Online Sparse Linear Regression under RIP.
Satyen KaleZohar S. KarninTengyuan LiangDávid PálPublished in: CoRR (2017)
Keyphrases
- linear regression
- computationally efficient
- feature selection
- least squares
- regression problems
- generalized linear models
- sparse regression
- regression methods
- linear predictors
- online learning
- nonlinear regression
- linear regression model
- ridge regression
- linear models
- kernel regression
- locally weighted
- sparse pca
- feature extraction
- classification accuracy
- feature space
- multivariate regression
- regression method
- text categorization
- text classification
- mutual information
- regression trees
- naive bayes
- dimensionality reduction
- predictor variables
- feature selection and classification
- support vector machine