On the Optimality of Backward Regression: Sparse Recovery and Subset Selection.
Sebastian AmentCarla P. GomesPublished in: CoRR (2021)
Keyphrases
- subset selection
- sparse regression
- feature selection
- sparse bayesian learning
- relevance vector machine
- sparse kernel
- hill climbing
- regression model
- regression problems
- optimal solution
- linear regression
- sparse approximations
- support vector machine
- canonical correlation analysis
- sparse representation
- sparse data
- regression analysis
- forward backward
- linear models
- support vector regression
- model selection
- high dimensional
- ridge regression
- polynomial regression
- recovery algorithm
- regularized regression
- covariance function
- regression algorithm
- regression methods
- regression method
- gaussian processes
- sparse coding
- simulated annealing
- objective function
- face recognition
- decision trees