The lasso, persistence, and cross-validation.
Darren HomrighausenDaniel J. McDonaldPublished in: ICML (3) (2013)
Keyphrases
- cross validation
- model selection
- variable selection
- support vector
- hyperparameters
- regularization parameter
- training set
- generalization error
- regression problems
- cross validated
- error estimates
- prior information
- nearest neighbor classifiers
- data mining
- regression model
- supervised learning
- high dimensional
- feature selection