Don't Fall for Tuning Parameters: Tuning-Free Variable Selection in High Dimensions With the TREX.
Johannes LedererChristian L. MüllerPublished in: AAAI (2015)
Keyphrases
- variable selection
- tuning parameters
- high dimensions
- high dimensional
- high dimensional data
- development environment
- low dimensional
- objective function
- high dimensional spaces
- dimension reduction
- dimensionality reduction
- cross validation
- high dimensionality
- nearest neighbor
- data sets
- data points
- data analysis
- kernel parameters
- model selection
- pid controller
- feature space
- data warehouse
- selection criterion
- pattern recognition
- feature extraction
- feature selection