Fast Generalized Cross-Validation Algorithm for Sparse Model Learning

DOI10.1162/NECO.2007.19.1.283zbMath1125.68103DBLPjournals/neco/SundararajanSK07OpenAlexW2113778883WikidataQ51927891 ScholiaQ51927891MaRDI QIDQ5758076

Unnamed Author, S. Sathiya Keerthi, Shirish Shevade

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

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

Cites Work

• Multivariate adaptive regression splines
• Predictive Approaches for Choosing Hyperparameters in Gaussian Processes
• Sparse On-Line Gaussian Processes
• Generalized Cross-Validation as a Method for Choosing a Good Ridge Parameter
• 10.1162/15324430152748236
• Ridge Regression: Biased Estimation for Nonorthogonal Problems

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