Model Selection for High-Dimensional Regression under the Generalized Irrepresentability Condition
Adel JavanmardAndrea MontanariPublished in: CoRR (2013)
Keyphrases
- model selection
- high dimensional
- variable selection
- regression model
- cross validation
- parameter estimation
- hyperparameters
- sample size
- low dimensional
- statistical inference
- error estimation
- feature selection
- bayesian learning
- meta learning
- machine learning
- mixture model
- generalization error
- model selection criteria
- selection criterion
- high dimensional data
- gaussian process
- learning machines
- data points
- feature space
- dimension reduction
- dimensionality reduction
- leave one out cross validation
- posterior distribution
- generalization bounds
- feature extraction
- bayesian information criterion
- data mining