Principal component-guided sparse regression

DOI10.48550/arXiv.1810.04651zbMath1492.62116arXiv1810.04651OpenAlexW3152849944MaRDI QIDQ135079

Robert Tibshirani, Jerome Friedman, J. Kenneth Tay, Jing-Yi Tay, Robert Tibshirani, Jerome H. Friedman

Publication date: 10 October 2018

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1810.04651

zbMATH Keywords

supervised learningprincipal componentssparsityLassofeature group selection

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Ridge regression; shrinkage estimators (Lasso) (62J07)

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