Question
You are trying to fit a model and are given p = 20 features to choose from. Ultimately, you want your model to be interpretable,
You are trying to fit a model and are given p= 20 features to choose from. Ultimately, you want your model to be interpretable, so you decide to use best subset selection. How many different models will you end up considering? How many would you fit using forward stepwise selection?
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Fundamentals Of Matrix Analysis With Applications
Authors: Edward Barry Saff, Arthur David Snider
1st Edition
111895369X, 9781118953693
