Comment: Feature Screening and Variable Selection via Iterative Ridge Regression.

Jianqing Fan Runze Li

Published in: Technometrics (2020)

Keyphrases

variable selection
ridge regression
ls svm
cross validation
input variables
linear regression
high dimensional
model selection
high dimensional data
dimension reduction
partial least squares
regression methods
feature vectors
neural network
regression method
prediction model
pattern recognition
feature selection