Title
Sparse Learning for Variable Selection with Structures and Nonlinearities.
Abstract
In this thesis we discuss machine learning methods performing automated variable selection for learning sparse predictive models. There are multiple reasons for promoting sparsity in the predictive models. By relying on a limited set of input variables the models naturally counteract the overfitting problem ubiquitous in learning from finite sets of training points. Sparse models are cheaper to use for predictions, they usually require lower computational resources and by relying on smaller sets of inputs can possibly reduce costs for data collection and storage. Sparse models can also contribute to better understanding of the investigated phenomenons as they are easier to interpret than full models.
Year
Venue
DocType
2019
arXiv: Learning
Journal
Volume
Citations 
PageRank 
abs/1903.10978
0
0.34
References 
Authors
0
1
Name
Order
Citations
PageRank
Magda Gregorova100.34