High-Dimensional Feature Selection by Feature-Wise Kernelized Lasso

DOI10.1162/NECO_a_00537zbMath1410.68328arXiv1202.0515OpenAlexW3126122061WikidataQ44241848 ScholiaQ44241848MaRDI QIDQ5378315

Eric P. Xing, Wittawat Jitkrittum, Masashi Sugiyama, Makoto Yamada, Leonid Sigal

Publication date: 12 June 2019

Published in: Neural Computation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1202.0515

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Learning and adaptive systems in artificial intelligence (68T05)

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Uses Software

• ElemStatLearn
• Bolasso

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