Fast Penalized Regression and Cross Validation for Tall Data with the oem Package.

Jared D. Huling Peter Chien

Published in: J. Stat. Softw. (2022)

Keyphrases

cross validation
model selection
data sets
support vector
training data
data points
database
regression problems
neural network
machine learning
feature selection
support vector machine
least squares
hyperparameters
generalization error
error estimates