Statistics and Its Interface
Volume 11 (2018)
Discussion on “Double sparsity kernel learning with automatic variable selection and data extraction”
Pages: 421 – 422
Chen et al. (2018) presented a kernel learning method with double sparsity penalties to achieve variable selection and data extraction simultaneously. In this article, we highlight the authors’ contributions and provide several remarks that may be worth further discussions and exploration.
kernel learning, data extraction, variable selection, tuning parameter selection
Received 2 March 2018