Sparse regression with Multi-type Regularized Feature modeling
Sander Devriendt, Katrien Antonio, Tom Reynkens, Roel Verbelen
Topics & Concepts
Regularization (linguistics)Lasso (programming language)Feature selectionComputer scienceElastic net regularizationMathematical optimizationIndependent and identically distributed random variablesConvex optimizationPenalty methodDifferentiable functionRegressionArtificial intelligenceMachine learningAlgorithmMathematicsRegular polygonStatisticsRandom variableGeometryMathematical analysisWorld Wide WebStatistical Methods and InferenceSparse and Compressive Sensing TechniquesRisk and Portfolio Optimization