Monotone splines lasso.
Linn Cecilie BergersenKukatharmini TharmaratnamIngrid Kristine GladPublished in: Comput. Stat. Data Anal. (2014)
Keyphrases
- variable selection
- least squares
- b spline
- feature selection
- linear regression
- closed form
- shape preserving
- model selection
- boolean functions
- generalized linear models
- cross validation
- sparse representation
- group lasso
- elastic net
- upper bound
- data sets
- convex loss functions
- regression model
- information retrieval
- database
- ridge regression
- multi task
- data streams
- regularized regression