Mixed integer nonlinear goal programming approach to variable selection in linear regression.
Mohammed AlbassamAli El HefnawyEmad E. A. SolimanPublished in: Commun. Stat. Simul. Comput. (2021)
Keyphrases
- linear regression
- variable selection
- mixed integer
- goal programming
- nonlinear regression
- linear models
- least squares
- lot sizing
- input variables
- cross validation
- mathematical programming
- linear program
- high dimensional
- feasible solution
- dimension reduction
- multi criteria
- model selection
- convex hull
- optimal solution
- nonlinear models
- multiple objectives
- continuous variables
- linear programming
- feature selection
- high dimensional data
- ls svm
- computer vision
- dimensionality reduction
- nearest neighbor