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: Chye, Rou Shi
格式: Thesis
语言:English
出版: 2016
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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