Variable selection in saturated and supersaturated designs via lp-lq minimization.
Alessandro BucciniOmar De la Cruz CabreraChristos KoukouvinosMarilena MitrouliLothar ReichelPublished in: Commun. Stat. Simul. Comput. (2023)
Keyphrases
- variable selection
- objective function
- linear programming
- cross validation
- high dimensional
- proportional hazards model
- input variables
- stochastic search
- model selection
- linear models
- linear program
- dimension reduction
- group lasso
- data sets
- high dimensional data
- feature selection
- logistic regression models
- ensemble selection
- artificial neural networks
- machine learning