A Constructive Approach to $L_0$ Penalized Regression.
Jian HuangYuling JiaoYanyan LiuXiliang LuPublished in: J. Mach. Learn. Res. (2018)
Keyphrases
- model selection
- least squares
- regression model
- linear regression
- maximum likelihood
- polynomial regression
- loss function
- regression problems
- regression algorithm
- ordinary least squares
- gaussian processes
- gaussian process regression
- survival analysis
- ridge regression
- support vector regression
- regression analysis
- regression method
- locally weighted
- classification and regression problems
- ordinal classification
- real world
- nonparametric regression
- regression methods
- reproducing kernel hilbert space
- regression trees
- hidden markov models
- feature extraction
- case study
- information systems
- artificial intelligence