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09/12/2023
A Consistent and Scalable Algorithm for Best Subset Selection in Single Index Models
Analysis of high-dimensional data has led to increased interest in both ...
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08/01/2023
Best-Subset Selection in Generalized Linear Models: A Fast and Consistent Algorithm via Splicing Technique
In high-dimensional generalized linear models, it is crucial to identify...
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10/19/2021
abess: A Fast Best Subset Selection Library in Python and R
We introduce a new library named abess that implements a unified framewo...
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04/23/2021
Certifiably Polynomial Algorithm for Best Group Subset Selection
Best group subset selection aims to choose a small part of non-overlappi...
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12/13/2019
