Central double cross-validation for estimating parameters in regression models

The ridge regression, lasso, elastic net, forward stagewise regression and the least angle regression require a solution path and tuning parameter, λ, to estimate the coefficient vector. Therefore, it is crucial to find the ideal λ. Cross-validation (CV) is the most widely utilized method for choosi...

पूर्ण विवरण

ग्रंथसूची विवरण
मुख्य लेखक: Chye, Rou Shi
स्वरूप: थीसिस
भाषा:अंग्रेज़ी
प्रकाशित: 2016
विषय:
ऑनलाइन पहुंच:http://eprints.utm.my/80959/2/ChyeRouShiMFS2016.pdf