Best subset selection via cross-validation criterion

DOI10.1007/s11750-020-00538-1zbMath1442.62044OpenAlexW3005966618MaRDI QIDQ2192029

Ryuhei Miyashiro, Yuichi Takano

Publication date: 26 June 2020

Published in: Top (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11750-020-00538-1

zbMATH Keywords

integer programmingcross-validationsubset selectionridge regressionstatistics

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Applications of mathematical programming (90C90) Mixed integer programming (90C11) Statistical ranking and selection procedures (62F07)

Related Items (4)

An automated exact solution framework towards solving the logistic regression best subset selection problem ⋮ Unnamed Item ⋮ Robust subset selection ⋮ A Mixed-Integer Fractional Optimization Approach to Best Subset Selection

Uses Software

• glmnet
• MAIC

Cites Work

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