A Local-branching Heuristic for the Best Subset Selection Problem in Linear Regression.
Tamara BiglerOliver StrubPublished in: IEEM (2018)
Keyphrases
- linear regression
- least squares
- regression problems
- regression methods
- nonlinear regression
- ridge regression
- search algorithm
- locally weighted
- branch and bound
- linear models
- kernel regression
- regression method
- regression trees
- linear regression model
- variable ordering
- dynamic programming
- optimal solution
- search tree
- generalized linear models
- multivariate regression