Binary classification with covariate selection through ℓ0-penalised empirical risk minimisation (Q5083251): Difference between revisions

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scientific article; zbMATH DE number 7546388
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Binary classification with covariate selection through ℓ0-penalised empirical risk minimisation
scientific article; zbMATH DE number 7546388

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    Binary classification with covariate selection through ℓ0-penalised empirical risk minimisation (English)
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    22 June 2022
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    classification
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    covariate selection
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    finite-sample property
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    maximum score estimation
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    mixed-integer optimisation
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    penalised estimation
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