We introduce a fast stepwise regression method, called the orthogonal greedy algorithm (OGA), that selects input variables to enter a p-dimensional linear regression model (with p ≫ n, the sample size ...

In linear regression with functional predictors and scalar responses, it may be advantageous, particularly if the function is thought to contain features at many scales, to restrict the coefficient ...

Download PDF More Formats on IMF eLibrary Order a Print Copy Create Citation Model selection and forecasting in stress tests can be facilitated using machine learning techniques. These techniques have ...

Dr. James McCaffrey from Microsoft Research presents a complete end-to-end demonstration of the linear support vector regression (linear SVR) technique, where the goal is to predict a single numeric ...