Central double cross-validation for estimating parameters in regression models
The ridge regression, lasso, elastic net, forward stagewise regression and the least angle regression require a solution path and tuning parameter, λ, to estimate the coefficient vector. Therefore, it is crucial to find the ideal λ. Cross-validation (CV) is the most widely utilized method for choosi...
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主要作者: | |
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格式: | Thesis |
语言: | English |
出版: |
2016
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主题: | |
在线阅读: | http://eprints.utm.my/id/eprint/80959/2/ChyeRouShiMFS2016.pdf http://eprints.utm.my/id/eprint/80959/ http://dms.library.utm.my:8080/vital/access/manager/Repository/vital:120286 |
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