作者
Youwu Lin, Xin Zeng, Pei Wang, Shuai Huang, Kok Lay Teo
发表日期
2024/6
期刊
Statistics and Computing
卷号
34
期号
3
页码范围
1-11
出版商
Springer US
简介
In high-dimensional data modeling, variable selection plays a crucial role in improving predictive accuracy and enhancing model interpretability through sparse representation. Unfortunately, certain variable selection methods encounter challenges such as insufficient model sparsity, high computational overhead, and difficulties in handling large-scale data. Recently, axis-aligned random projection techniques have been applied to address these issues by selecting variables. However, these techniques have seen limited application in handling complex data within the regression framework. In this study, we propose a novel method, sparse partial least squares via axis-aligned random projection, designed for the analysis of high-dimensional data. Initially, axis-aligned random projection is utilized to obtain a sparse loading vector, significantly reducing computational complexity. Subsequently, partial least squares …
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