Multi-output regression using a locally regularised orthogonal least square algorithm
The paper proposes a locally regularised orthogonal least squares (LROLS) algorithm for constructing sparse multi-output regression models that generalise well. By associating each regressor in the regression model with an individual regularisation parameter, the ability for the multi-output orthogo...
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| Format: | Article |
| Language: | English |
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2002-08.
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| Online Access: | Get fulltext Get fulltext |