On the consistency of feature selection using greedy least squares regression

zbMATH Open1235.62096MaRDI QIDQ2880890FDOQ2880890

Authors: Tong Zhang 

Publication date: 17 April 2012

Published in: Journal of Machine Learning Research (JMLR) (Search for Journal in Brave)

Full work available at URL: http://www.jmlr.org/papers/v10/zhang09a.html

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zbMATH Keywords

sparsitygreedy algorithm

Mathematics Subject Classification ID

Linear inference, regression (62J99)

Cited In (32)

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• Regularized greedy column subset selection
• \(l_{0}\)-norm based structural sparse least square regression for feature selection
• Simultaneous variable selection and component selection for regression density estimation with mixtures of heteroscedastic experts
• Subspace learning for unsupervised feature selection via matrix factorization
• Approximate submodularity and its applications: subset selection, sparse approximation and dictionary selection
• Stability Selection
• Feature Selection for Ridge Regression with Provable Guarantees
• Adaptive multi-penalty regularization based on a generalized Lasso path
• Structured, sparse regression with application to HIV drug resistance
• Reprint of: A forward-backward greedy approach for sparse multiscale learning
• Sparse signals recovery from noisy measurements by orthogonal matching pursuit
• A forward-backward greedy approach for sparse multiscale learning
• Oracle inequalities for the lasso in the Cox model
• The \(L_1\) penalized LAD estimator for high dimensional linear regression
• Multi-class heterogeneous domain adaptation
• Forward stability and model path selection
• Correction to: ``Efficient feature selection using shrinkage estimators

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