Regularized least-square optimization method for variable selection in regression models

MaRDI QIDQ2973596zbMATH OpenFDO

Authors Marko Dimovski, Irena Stojkovska

Publication date 3 April 2017

Full work available at URL http://im-pmf.weebly.com/uploads/5/8/9/8/58988609/dimovski-stojkovska.pdf

zbMATH Keywords

regularizationlinear regressionregression modelspenalty functionsleast square method

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07) Least squares and related methods for stochastic control systems (93E24)

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(6)

• Iterative selection using orthogonal regression techniques
• scientific article; zbMATH DE number 5668400 (Why is no real title available?)
• Adjusting the penalized term for the regularized regression models
• Least third-order cumulant method with adaptive regularization parameter selection for neural networks
• Regularization and Variable Selection Via the Elastic Net
• Some equivalence relationships of regularized regressions

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