The application of regularisation to variable selection in statistical modelling

Author:

Winkler Joab R.,Mitrouli Marilena,Koukouvinos Christos

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Mathematics

Reference14 articles.

1. An extensive empirical study of feature selection metrics for text classification;Forman;J. Mach. Learn. Res.,2003

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3. Rank-Deficient and Discrete Ill-Posed Problems: Numerical Aspects of Linear Inversion;Hansen,1998

4. Regression shrinkage and selection via the lasso;Tibshirani;J. R. Statis. Soc. B,1996

5. Regularization and variable selection via the elastic net;Zou;J. R. Stat. Soc. Ser. B Stat. Methodol.,2005

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