Best subset selection via a modern optimization lens (Q282479)
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scientific article; zbMATH DE number 6579676
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| default for all languages | No label defined |
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| English | Best subset selection via a modern optimization lens |
scientific article; zbMATH DE number 6579676 |
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Best subset selection via a modern optimization lens (English)
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12 May 2016
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sparse linear regression
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best subset selection
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\(\ell_{0}\)-constrained minimization
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lasso
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least absolute deviation
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algorithms
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mixed integer programming
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global optimization
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discrete optimization
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0.7875994443893433
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0.784091055393219
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0.783687174320221
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0.7752982974052429
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