Sparse Hierarchical Regression with Polynomials.
Dimitris BertsimasBart P. G. Van ParysPublished in: CoRR (2017)
Keyphrases
- kernel function
- support vector
- high dimensional
- kernel methods
- sparse regression
- regression model
- sparse data
- sparse bayesian learning
- relevance vector machine
- linear regression
- model selection
- hierarchical model
- sparse approximations
- compressed sensing
- ridge regression
- coarse to fine
- generalized linear models
- compressive sensing
- regression analysis
- simple linear
- regression methods
- sparse kernel
- sparse representation
- multiscale
- data sets