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...
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| 格式: | Thesis |
| 語言: | 英语 |
| 出版: |
2016
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| 在線閱讀: | http://eprints.utm.my/80959/2/ChyeRouShiMFS2016.pdf |