High-dimensional interactions detection with sparse principal Hessian matrix (Q4969054)
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scientific article; zbMATH DE number 7255050
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| default for all languages | No label defined |
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| English | High-dimensional interactions detection with sparse principal Hessian matrix |
scientific article; zbMATH DE number 7255050 |
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5 October 2020
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interaction detection
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principal Hessian matrix
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ADMM
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sparse M-estimator
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0.7448378801345825
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0.7392784953117371
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0.7312316298484802
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0.7288743257522583
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0.7281931042671204
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