Best subset selection for high-dimensional non-smooth models using iterative hard thresholding (Q6494641)
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scientific article; zbMATH DE number 7840285
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English | Best subset selection for high-dimensional non-smooth models using iterative hard thresholding |
scientific article; zbMATH DE number 7840285 |
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Best subset selection for high-dimensional non-smooth models using iterative hard thresholding (English)
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30 April 2024
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hard thresholding
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linear convergence
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\(\ell_0\) constraint
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quantile regression
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suppor vector machine
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