LassoBench: A High-Dimensional Hyperparameter Optimization Benchmark Suite for Lasso.
Kenan SehicAlexandre GramfortJoseph SalmonLuigi NardiPublished in: CoRR (2021)
Keyphrases
- benchmark suite
- high dimensional
- variable selection
- model selection
- generalized linear models
- optimization algorithm
- global optimization
- least squares
- dimensionality reduction
- sparse data
- feature space
- optimization process
- multi dimensional
- gene expression data
- gaussian process
- constrained optimization
- feature selection
- cross validation
- regression model
- similarity search
- maximum likelihood
- group lasso
- optimization method
- input space
- linear regression
- metric space
- parameter space
- high dimensionality
- combinatorial optimization
- optimization problems
- training set
- objective function
- similarity measure