Local Regularization Assisted Orthogonal Least Squares Regression
A locally regularized orthogonal least squares (LROLS) algorithm is proposed for constructing parsimonious or sparse regression models that generalize well. By associating each orthogonal weight in the regression model with an individual regularization parameter, the ability for the orthogonal least...
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| Format: | Article |
| Language: | English |
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2006-01.
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| Online Access: | Get fulltext Get fulltext |