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Interpretable linear dimensionality reduction based on bias-variance analysis - MaRDI portal

Interpretable linear dimensionality reduction based on bias-variance analysis

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Publication:6609081

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DOI10.1007/s10618-024-01015-0zbMath1545.62182MaRDI QIDQ6609081

Alberto Maria Metelli, Marcello Restelli, Paolo Bonetti

Publication date: 20 September 2024

Published in: Data Mining and Knowledge Discovery (Search for Journal in Brave)

zbMATH Keywords

linear regression dimensionality reduction bias-variance tradeoff feature aggregation

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

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