A Mixed-Integer Fractional Optimization Approach to Best Subset Selection
A Mixed-Integer Fractional Optimization Approach to Best Subset Selection
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Publisher
Linthicum: INFORMS
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Language
English
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Linthicum: INFORMS
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Contents
We consider the best subset selection problem in linear regression—that is, finding a parsimonious subset of the regression variables that provides the best fit to the data according to some predefined criterion. We are primarily concerned with alternatives to cross-validation methods that do not require data partitioning and involve a range of inf...
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Full title
A Mixed-Integer Fractional Optimization Approach to Best Subset Selection
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TN_cdi_proquest_journals_2547064747
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_journals_2547064747
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ISSN
1091-9856
E-ISSN
1526-5528,1091-9856
DOI
10.1287/ijoc.2020.1031
