Fast Best Subset Selection: Coordinate Descent and Local Combinatorial Optimization Algorithms (Q5144778)
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scientific article; zbMATH DE number 7298132
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fast Best Subset Selection: Coordinate Descent and Local Combinatorial Optimization Algorithms |
scientific article; zbMATH DE number 7298132 |
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Fast Best Subset Selection: Coordinate Descent and Local Combinatorial Optimization Algorithms (English)
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19 January 2021
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interpretable machine learning
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sparsity
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Lasso
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high-dimensional statistics
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mixed integer programming
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coordinate descent
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large-scale computation
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