The application of regularisation to variable selection in statistical modelling
Joab R. Winkler, Marilena Mitrouli, Christos Koukouvinos
Topics & Concepts
MathematicsTikhonov regularizationConstraint (computer-aided design)Norm (philosophy)Mathematical optimizationApplied mathematicsVariable (mathematics)Least-squares function approximationFeature selectionSelection (genetic algorithm)Regularization (linguistics)Inverse problemMathematical analysisStatisticsComputer scienceEstimatorMachine learningArtificial intelligenceLawPolitical scienceGeometryNumerical methods in inverse problemsStatistical and numerical algorithmsProbabilistic and Robust Engineering Design