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Computational aspects of algorithms for variable selection in the context of principal components.
Jorge Cadima
J. Orestes Cerdeira
Manuel Minhoto
Published in:
Comput. Stat. Data Anal. (2004)
Keyphrases
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variable selection
principal components
stochastic search
linear models
principal component analysis
learning algorithm
high dimensional
data mining
machine learning
cross validation
dimension reduction
decision trees
covariance matrix
group lasso
kernel space