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...
| 主要作者: | |
|---|---|
| 格式: | Thesis |
| 语言: | 英语 |
| 出版: |
2016
|
| 主题: | |
| 在线阅读: | http://eprints.utm.my/80959/2/ChyeRouShiMFS2016.pdf |