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...
| Auteur principal: | |
|---|---|
| Format: | Thèse |
| Langue: | anglais |
| Publié: |
2016
|
| Sujets: | |
| Accès en ligne: | http://eprints.utm.my/80959/2/ChyeRouShiMFS2016.pdf |