L1 Penalized Regression Procedures for Feature Selection

نویسندگان
چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Feature Selection via l1-Penalized Squared-Loss Mutual Information

Feature selection is a technique to screen out less important features. Many existing supervised feature selection algorithms use redundancy and relevancy as the main criteria to select features. However, feature interaction, potentially a key characteristic in real-world problems, has not received much attention. As an attempt to take feature interaction into account, we propose l1-LSMI, an l1...

متن کامل

Smoothness selection for penalized quantile regression splines.

Modern data-rich analyses may call for fitting a large number of nonparametric quantile regressions. For example, growth charts may be constructed for each of a collection of variables, to identify those for which individuals with a disorder tend to fall in the tails of their age-specific distribution; such variables might serve as developmental biomarkers. When such a large set of analyses a...

متن کامل

L1 penalized LAD estimator for high dimensional linear regression

In this paper, the high-dimensional sparse linear regression model is considered, where the overall number of variables is larger than the number of observations. We investigate the L1 penalized least absolute deviation method. Different from most of other methods, the L1 penalized LAD method does not need any knowledge of standard deviation of the noises or any moment assumptions of the noises...

متن کامل

Penalized regression procedures for variable selection in the potential outcomes framework.

A recent topic of much interest in causal inference is model selection. In this article, we describe a framework in which to consider penalized regression approaches to variable selection for causal effects. The framework leads to a simple 'impute, then select' class of procedures that is agnostic to the type of imputation algorithm as well as penalized regression used. It also clarifies how mo...

متن کامل

Post-selection inference for l1-penalized likelihood models

According to the article[2], we present a new method for post-selection inference for l1(lasso)penalized likelihood models, including generalized regression models. Our approach generalizes the post-selection framework presented in Lee et al. (2013)[1]. The method provides P-values and confidence intervals that are asymptotically valid, conditional on the inherent selection done by the lasso. W...

متن کامل

ذخیره 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: International Journal of Scientific Research in Mathematical and Statistical Sciences

سال: 2018

ISSN: 2348-4519

DOI: 10.26438/ijsrmss/v5i5.8891