Optimal selection of sample-size dependent common subsets of covariates for multi-task regression prediction

DOI10.1214/21-EJS1901zbMath1493.62456arXiv2012.05949OpenAlexW3196668636MaRDI QIDQ2074281

Yosef Rinott, David Azriel

Publication date: 9 February 2022

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

Full work available at URL: https://arxiv.org/abs/2012.05949

zbMATH Keywords

model selectiontransfer learningoverfittingrandom covariatesequivalent number of observations (ENO)GENOMallows \(C_p\)

Mathematics Subject Classification ID

Linear inference, regression (62J99)

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