On the effect and remedies of shrinkage on classification probability estimation
Shrinkage methods have been shown to be effective for classification problems. As a form of regularization, shrinkage through penalization helps to avoid overfitting and produces accurate classifiers for prediction, especially when the dimension is relatively high. Despite the benefit of shrinkage o...
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| Main Authors: | , |
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| Format: | text |
| Language: | English |
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Institutional Knowledge at Singapore Management University
2013
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| Online Access: | https://ink.library.smu.edu.sg/soe_research_all/12 https://ink.library.smu.edu.sg/cgi/viewcontent.cgi?article=1011&context=soe_research_all |
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| Institution: | Singapore Management University |
| Language: | English |