Sparse hierarchical regression with polynomials
Abstract We present a novel method for sparse polynomial regression. We are interested in that degree r polynomial which depends on at most k inputs, counting at most $$\ell$$ℓ monomial terms, and minimizes the sum of the squares of its prediction errors. Such highly structured sparse regression wa...
Main Authors: | , |
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Other Authors: | |
Format: | Article |
Language: | English |
Published: |
Springer US
2021
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Online Access: | https://hdl.handle.net/1721.1/131533 |