Multi-model subset selection
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Cites work
- A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems
- A new look at the statistical model identification
- Aggregation for Gaussian regression
- Algorithmic complexity: threeNP- hard problems in computational statistics
- Bagging predictors
- Best subset selection via a modern optimization lens
- Best subset selection via cross-validation criterion
- Best subset, forward stepwise or Lasso? Analysis and recommendations based on extensive comparisons
- Boosting With theL2Loss
- Boosting. Foundations and algorithms.
- Comparison of Stopping Rules in Forward "Stepwise" Regression
- Definitions, methods, and applications in interpretable machine learning
- Estimating the dimension of a model
- Fast best subset selection: coordinate descent and local combinatorial optimization algorithms
- Greedy function approximation: A gradient boosting machine.
- scientific article; zbMATH DE number 5957408 (Why is no real title available?)
- scientific article; zbMATH DE number 47310 (Why is no real title available?)
- scientific article; zbMATH DE number 2107836 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Managing diversity in regression ensembles
- Measures of diversity in classifier ensembles and their relationship with the ensemble accuracy
- MIP-BOOST: Efficient and Effective L0 Feature Selection for Linear Regression
- Nearly unbiased variable selection under minimax concave penalty
- On constrained and regularized high-dimensional regression
- On the conditions used to prove oracle results for the Lasso
- Random forests
- Regressions by Leaps and Bounds
- Regularization and Variable Selection Via the Elastic Net
- Relaxed Lasso
- Robust subset selection
- Some Comments on C P
- Sparse boosting
- Sparse high-dimensional regression: exact scalable algorithms and phase transitions
- Split Regularized Regression
- Stacked regressions
- Statistics for high-dimensional data. Methods, theory and applications.
- Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
- The Adaptive Lasso and Its Oracle Properties
- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
- The Elements of Statistical Learning
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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