Fast feature selection via streamwise procedure for massive data

DOI10.1214/21-BJPS516OpenAlexW4210933239MaRDI QIDQ2077451

Zhen Pang, Jun Zhang, Bingqing Lin, Cuiqing Chen

Publication date: 21 February 2022

Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/21-bjps516

zbMATH Keywords

variable selectionmassive datastreamwise selection

Mathematics Subject Classification ID

Statistics (62-XX) Numerical analysis (65-XX)

Uses Software

• R

Cites Work

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• Ridge Regression: Biased Estimation for Nonorthogonal Problems

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