Replica analysis of overfitting in generalized linear regression models

DOI10.1088/1751-8121/ABA028OpenAlexW3037131441MaRDI QIDQ5870629

Mansoor Sheikh, Alexander Mozeika, F. Aguirre-Lopez, F. Antenucci, A. C. C. Coolen

Publication date: 23 January 2023

Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2004.06329

zbMATH Keywords

replica methodregressiongeneralized linear modelsoverfitting

Mathematics Subject Classification ID

Quantum theory (81-XX) Statistical mechanics, structure of matter (82-XX)

Related Items (1)

Penalization-induced shrinking without rotation in high dimensional GLM regression: a cavity analysis

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