Be the first to rate this file! 13 Downloads (last 30 days) File Size: 3.17 KB File ID: #40357
image thumbnail

Improvd downward branch and bound algorithm for regression variable selection

by

 

19 Feb 2013 (Updated )

Improved downward branch and bound to select the best subset for least squares regression problems.

| Watch this File

File Information
Description

Subset (feature) selection for least squares regression is a common problem, which is combinartorial, hence is computationally NP hard. This code provides a tool using the improved downward branch and bound approach to solve this problem efficiently. One of the applications of this algorithm is to select globally optimal controlled variables for self-optimizing control.

MATLAB release MATLAB 8.0 (R2012b)
Tags for This File   Please login to tag files.
Please login to add a comment or rating.
Updates
19 Feb 2013

correct version uploaded

Contact us