Practical variable selection for generalized additive models
作者： Giampiero Marra , Simon N. Wood
DOI: 10.1016/J.CSDA.2011.02.004
关键词: Estimator 、 Lasso (statistics) 、 Nonparametric statistics 、 Nonparametric regression 、 Linear model 、 Feature selection 、 Selection (genetic algorithm) 、 Mathematical optimization 、 Covariate 、 Mathematics
摘要: The problem of variable selection within the class of generalized additive models, when there are many covariates to choose from but the number of predictors is still somewhat smaller …
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