Fast Generalized Cross-Validation Algorithm for Sparse Model Learning

DOI10.1162/NECO.2007.19.1.283MaRDI QIDQ5758076zbMATH OpenOpenAlexDBLPWikidataFDO

Authors Shirish Shevade, S. S. Keerthi

Publication date 31 August 2007

Published in Neural Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1162/neco.2007.19.1.283

zbMATH Keywords

linear regression models

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Nonnumerical algorithms (68W05)

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Cites work

• 10.1162/15324430152748236
• Generalized Cross-Validation as a Method for Choosing a Good Ridge Parameter
• Multivariate adaptive regression splines
• Predictive approaches for choosing hyperparameters in Gaussian processes
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Sparse on-line Gaussian processes

Cited in

(3)

• Efficient learning and feature selection in high-dimensional regression
• scientific article; zbMATH DE number 1875401 (Why is no real title available?)
• Fast exact leave-one-out cross-validation of sparse least-squares support vector machines

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