supported by the National Natural Science Foundation of China(No.61070236,No.U1334211);the Project of State Key Laboratory of Rail Traffic Control and Safety,Beijing Jiaotong University(No.RCS2012ZT004)
Variable selection is one of the most important problems in pattern recognition. In linear regression model, there are many methods can solve this problem,such as Least absolute shrinkage and selection operator(LASSO)...