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Due to lack of scale change in orthogonal least square regression (OLSR), the scaling term is introduced to OLSR to build up a novel orthogonal least square regression with optimal scaling (OLSR-OS) problem in this paper. In addition, the proposed OLSR-OS problem is proven to be numerically better than the OLSR problem. In order to select relevant features under the proposed OLSR-OS problem, ℓ2, 1...
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