A Mixed-Integer Fractional Optimization Approach to Best Subset Selection

[视频作者] stupefy008

[视频时长] 31:23

[视频类型] 校园学习

http://uryasev.ams.stonybrook.edu/index.php/november-2020-conference-recordings/ We consider the best subset selection problem in linear regression, i.e., finding a parsimonious subset of the regression variables that provides the best fit to the data acc