Feature Selection in High-Dimensional Models via EBIC with Energy Distance Correlation
In this paper, the LASSO method with extended Bayesian information criteria (EBIC) for feature selection in high-dimensional models is studied. We propose the use of the energy distance correlation in place of the ordinary correlation coefficient to measure the dependence of two variables. The energ...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2022-12-01
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| Series: | Entropy |
| Subjects: | |
| Online Access: | https://www.mdpi.com/1099-4300/25/1/14 |