Safe Feature Pruning for Sparse High-Order Interaction Models

26 Jun 2015Kazuya NakagawaShinya SuzumuraMasayuki KarasuyamaKoji TsudaIchiro Takeuchi

Taking into account high-order interactions among covariates is valuable in many practical regression problems. This is, however, computationally challenging task because the number of high-order interaction features to be considered would be extremely large unless the number of covariates is sufficiently small... (read more)

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