-oracle inequality for the Lasso in mixture-of-experts regression models.
TrungTin NguyenHien Duy NguyenFaicel ChamroukhiGeoffrey J. McLachlanPublished in: CoRR (2020)
Keyphrases
- regression model
- generalized linear models
- model selection
- mixture model
- regression methods
- regression analysis
- linear regression
- linear regression model
- regression trees
- prediction model
- ridge regression
- variable selection
- independent variables
- multivariate regression
- cross validation
- linear model
- feature selection
- explanatory variables
- generalized linear
- oracle database
- gaussian process
- expectation maximization
- response variable
- survival analysis
- hyperparameters
- sample size
- multiple linear regression
- machine learning
- exponential family
- high dimensional
- software effort
- interval valued data