arXiv Open Access 2021

Use of High Dimensional Modeling for automatic variables selection: the best path algorithm

Luigi Riso

Lihat Sumber

Abstrak

This paper presents a new algorithm for automatic variables selection. In particular, using the Graphical Models properties it is possible to develop a method that can be used in the contest of large dataset. The advantage of this algorithm is that can be combined with different forecasting models. In this research we have used the OLS method and we have compared the result with the LASSO method.

Topik & Kata Kunci

stat.ML cs.LG

Penulis (1)

Luigi Riso

Format Sitasi

APA MLA BibTeX

Riso, L. (2021). Use of High Dimensional Modeling for automatic variables selection: the best path algorithm. https://arxiv.org/abs/2105.03173

Akses Cepat

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Informasi Jurnal

Tahun Terbit: 2021
Bahasa: en
Sumber Database: arXiv
Akses: Open Access ✓