Early stopping in L2Boosting
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- Jing Zeng, 2014. "Forecasting Aggregates with Disaggregate Variables: Does Boosting Help to Select the Most Relevant Predictors?," Working Paper Series of the Department of Economics, University of Konstanz 2014-20, Department of Economics, University of Konstanz.
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Keywords
AICc BIC gMDL Change point detection method L2Boosting LogitBoost Stopping rule;JEL classification:
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