Post Lasso Stability Selection for High Dimensional Linear Models.
Niharika GaurahaTatyana PavlenkoSwapan K. ParuiPublished in: ICPRAM (2017)
Keyphrases
- linear models
- variable selection
- high dimensional
- group lasso
- linear regression
- regression coefficients
- cross validation
- low dimensional
- dimension reduction
- model selection
- dimensionality reduction
- additive models
- feature selection
- machine learning
- high dimensional data
- least squares
- nonlinear models
- nearest neighbor
- feature space
- parameter space
- learning algorithm