The One Standard Error Rule for Model Selection: Does It Work?
Previous research provided a lot of discussion on the selection of regularization parameters when it comes to the application of regularization methods for high-dimensional regression. The popular “One Standard Error Rule” (1se rule) used with cross validation (CV) is to select the most parsimonious...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2021-11-01
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| Series: | Stats |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2571-905X/4/4/51 |