The paper extends best-subset ridge variable selection to multivariate, functional, and metric-valued responses and claims order-of-magnitude speedups, though the metric-space version is asserted to be equivalent to the existing FRISO method.
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Variable Selection Methods for Multivariate, Functional, and Complex Biomedical Data in the AI Age
The paper extends best-subset ridge variable selection to multivariate, functional, and metric-valued responses and claims order-of-magnitude speedups, though the metric-space version is asserted to be equivalent to the existing FRISO method.