Subset selection for multiple linear regression via optimization
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DOI: 10.1007/s10898-020-00876-1
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- Serrano, Breno & Minner, Stefan & Schiffer, Maximilian & Vidal, Thibaut, 2024. "Bilevel optimization for feature selection in the data-driven newsvendor problem," European Journal of Operational Research, Elsevier, vol. 315(2), pages 703-714.
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Keywords
Multiple linear regression; Subset selection; High dimensional data; Mathematical programming; Linearization;All these keywords.
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