Sparse Reduced-Rank Regression for Simultaneous Rank and Variable Selection via Manifold Optimization.
Kohei YoshikawaShuichi KawanoPublished in: CoRR (2019)
Keyphrases
- variable selection
- high dimensional
- stochastic search
- linear models
- model selection
- cross validation
- group lasso
- sparsity inducing
- regression model
- dimension reduction
- input variables
- proportional hazards model
- data sets
- sparse regression
- logistic regression models
- optimization problems
- pattern recognition
- compressive sensing
- gaussian processes
- structured sparsity
- support vector