An Ordered Lasso and Sparse Time-Lagged Regression.
Robert TibshiraniXiaotong SuoPublished in: Technometrics (2016)
Keyphrases
- regularized regression
- regression model
- group lasso
- linear regression
- generalized linear models
- sparse representation
- elastic net
- ridge regression
- sparse regression
- regression coefficients
- model selection
- low rank
- regression problems
- relevance vector machine
- sparse kernel
- variable selection
- sparse approximations
- locally weighted
- regression methods
- least squares
- sparse bayesian learning
- polynomial regression
- feature selection
- logistic regression
- cross validation
- partially ordered
- gaussian processes
- contingency tables
- support vector regression
- gaussian process
- sparse data
- random projections
- linear models
- covariance function
- multi label learning
- matrix factorization
- sparse coding
- regression algorithm
- regression method
- linear combination
- data sets