Subset Selection
Published:
Overview
Content from ISL Chapter study notes. Details coming soon.
Key Concepts
- Best Subset Selection
- Forward Stepwise Selection
- Backward Stepwise Selection
- Choosing the Optimal Model (Cp, AIC, BIC, Adjusted R-squared)
- Cross-Validation for Model Selection
References
- James, G., Witten, D., Hastie, T., & Tibshirani, R. (2021). An Introduction to Statistical Learning (2nd ed.). Springer.