发帖
雷达卡
More Powerful and General Selective Inference for
Stepwise Feature Selection Using Homotopy Method
Kazuya Sugiyama * 1 Vo Nguyen Le Duy * 1 2 Ichiro Takeuchi 1 2
Abstract feature selection. Notably, Lee et al. (2016) and Tibshirani
Conditional selective inference (SI) has been ac- et al. (2016) proposed conditional SI methods for selected
tively studied as a new statistical inference frame- features using Lasso and stepwise feat ...
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