Variable selection and regularization via arbitrary rectangle-range generalized elastic net (Q6172932)
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scientific article; zbMATH DE number 7714835
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Variable selection and regularization via arbitrary rectangle-range generalized elastic net |
scientific article; zbMATH DE number 7714835 |
Statements
Variable selection and regularization via arbitrary rectangle-range generalized elastic net (English)
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20 July 2023
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rectangle-range generalized elastic net
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high-dimensional sparse data
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quadratic programming
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multiplicative updates
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index tracking
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0.8148878812789917
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0.7669084072113037
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0.759997546672821
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0.7581946849822998
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0.7561624050140381
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