We introduce a fast stepwise regression method, called the orthogonal greedy algorithm (OGA), that selects input variables to enter a p-dimensional linear regression model (with p ≫ n, the sample size ...

Understand what is Linear Regression Gradient Descent in Machine Learning and how it is used. Linear Regression Gradient Descent is an algorithm we use to minimize the cost function value, so as to ...

This is an expository paper, pointing out explicitly the pseudoness of the "F-statistic" used in stepwise procedures for determining the independent variables to be used in a linear prediction ...