Variable selection for linear regression in large databases: exact methods
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DOI: 10.1007/s10489-020-01927-6
Abstract: This paper analyzes the variable selection problem in the context of Linear Regression for large databases. The problem consists of selecting a small subset of independent variables that can perform the prediction task optimally. This… read more here.
Keywords: regression large; large databases; variable selection; linear regression ... See more keywords
Quantile regression for large-scale data via sparse exponential transform method
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DOI: 10.1080/02331888.2018.1534853
Abstract: ABSTRACT In recent decades, quantile regression has received much more attention from academics and practitioners. However, most of existing computational algorithms are only effective for small or moderate size problems. They cannot solve quantile regression… read more here.
Keywords: large scale; quantile regression; regression; regression large ... See more keywords