Variable selection and regularization via arbitrary rectangle-range generalized elastic net (Q6172932): Difference between revisions

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Latest revision as of 19:07, 30 December 2024

scientific article; zbMATH DE number 7714835
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Variable selection and regularization via arbitrary rectangle-range generalized elastic net
scientific article; zbMATH DE number 7714835

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    Variable selection and regularization via arbitrary rectangle-range generalized elastic net (English)
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    20 July 2023
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    rectangle-range generalized elastic net
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    high-dimensional sparse data
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    quadratic programming
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    multiplicative updates
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    index tracking
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