منابع مشابه
A Sparse-group Lasso
For high dimensional supervised learning problems, often using problem specific assumptions can lead to greater accuracy. For problems with grouped covariates, which are believed to have sparse effects both on a group and within group level, we introduce a regularized model for linear regression with `1 and `2 penalties. We discuss the sparsity and other regularization properties of the optimal...
متن کاملSparse Group Lasso: Consistency and Climate Applications
The design of statistical predictive models for climate data gives rise to some unique challenges due to the high dimensionality and spatio-temporal nature of the datasets, which dictate that models should exhibit parsimony in variable selection. Recently, a class of methods which promote structured sparsity in the model have been developed, which is suitable for this task. In this paper, we pr...
متن کاملA note on the group lasso and a sparse group lasso
We consider the group lasso penalty for the linear model. We note that the standard algorithm for solving the problem assumes that the model matrices in each group are orthonormal. Here we consider a more general penalty that blends the lasso (L1) with the group lasso (“two-norm”). This penalty yields solutions that are sparse at both the group and individual feature levels. We derive an effici...
متن کاملMultivariate sparse group lasso for the multivariate multiple linear regression with an arbitrary group structure.
We propose a multivariate sparse group lasso variable selection and estimation method for data with high-dimensional predictors as well as high-dimensional response variables. The method is carried out through a penalized multivariate multiple linear regression model with an arbitrary group structure for the regression coefficient matrix. It suits many biology studies well in detecting associat...
متن کاملLinking metabolic network features to phenotypes using sparse group lasso
Motivation Integration of metabolic networks with '-omics' data has been a subject of recent research in order to better understand the behaviour of such networks with respect to differences between biological and clinical phenotypes. Under the conditions of steady state of the reaction network and the non-negativity of fluxes, metabolic networks can be algebraically decomposed into a set of su...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Computational and Graphical Statistics
سال: 2019
ISSN: 1061-8600,1537-2715
DOI: 10.1080/10618600.2019.1573687