MIP-BOOST: Efficient and Effective <i>L</i><sub>0</sub> Feature Selection for Linear Regression (Q5066443)

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scientific article; zbMATH DE number 7499902
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MIP-BOOST: Efficient and Effective <i>L</i><sub>0</sub> Feature Selection for Linear Regression
scientific article; zbMATH DE number 7499902

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    MIP-BOOST: Efficient and Effective <i>L</i><sub>0</sub> Feature Selection for Linear Regression (English)
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    29 March 2022
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    cross-validation
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    feature selection
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    Lasso
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    mixed integer optimization
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    regression
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    whitening
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