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Comment: Feature Screening and Variable Selection via Iterative Ridge Regression
Technometrics ( IF 2.3 ) Pub Date : 2020-08-24 , DOI: 10.1080/00401706.2020.1801256
Jianqing Fan 1 , Runze Li 2
Affiliation  

Since the seminal work of Hoerl and Kennard (1970), the ridge regression has been formulated as $\ell_2$regularization and extended to solve various challenging problems in statistics. This paper d...

中文翻译:


评论:通过迭代岭回归进行特征筛选和变量选择



自 Hoerl 和 Kennard (1970) 的开创性工作以来,岭回归已被表述为 $\ell_2$ 正则化,并扩展到解决统计中的各种具有挑战性的问题。这篇论文...
更新日期:2020-08-24
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