Fast Stagewise Sparse Factor Regression.
Kun ChenRuipeng DongWanwan XuZemin ZhengPublished in: J. Mach. Learn. Res. (2022)
Keyphrases
- sparse regression
- sparse bayesian learning
- relevance vector machine
- regression model
- covariance function
- regression algorithm
- canonical correlation analysis
- sparse data
- gaussian processes
- high dimensional
- support vector regression
- gaussian process regression
- compressive sensing
- factor analysis
- linear regression
- sparse kernel
- model selection
- feature selection and classification
- support vector machine
- sparse approximations
- regression analysis
- generalized linear models
- gaussian process
- ridge regression
- partial least squares
- empirical risk
- regression function
- compressed sensing
- data sets
- sparse coding
- sparse representation
- linear combination
- training data