منابع مشابه
Sparse regularized local regression
The intention is to provide a Bayesian formulation of regularized local linear regression, combined with techniques for optimal bandwidth selection. This approach arises from the idea that only those covariates that are found to be relevant for the regression function should be considered by the kernel function used to define the neighborhood of the point of interest. However, the regression fu...
متن کاملRegularized fuzzy clusterwise ridge regression
Fuzzy clusterwise regression has been a useful method for investigating cluster-level heterogeneity of observations based on linear regression. This method integrates fuzzy clustering and ordinary least-squares regression, thereby enabling to estimate regression coefficients for each cluster and fuzzy cluster memberships of observations simultaneously. In practice, however, fuzzy clusterwise re...
متن کاملLazy Sparse Stochastic Gradient Descent for Regularized Mutlinomial Logistic Regression
Stochastic gradient descent efficiently estimates maximum likelihood logistic regression coefficients from sparse input data. Regularization with respect to a prior coefficient distribution destroys the sparsity of the gradient evaluated at a single example. Sparsity is restored by lazily shrinking a coefficient along the cumulative gradient of the prior just before the coefficient is needed. 1...
متن کاملRelaxed sparse eigenvalue conditions for sparse estimation via non-convex regularized regression
Non-convex regularizers usually improve the performance of sparse estimation in practice. To prove this fact, we study the conditions of sparse estimations for the sharp concave regularizers which are a general family of non-convex regularizers including many existing regularizers. For the global solutions of the regularized regression, our sparse eigenvalue based conditions are weaker than tha...
متن کاملRegularized multivariate stochastic regression
In many high dimensional problems, the dependence structure among the variables can be quite complex. An appropriate use of the regularization techniques coupled with other classical statistical methods can often improve estimation and prediction accuracy and facilitate model interpretation, by seeking a parsimonious model representation that involves only the subset of revelent variables. We p...
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: Applicable Analysis and Discrete Mathematics
سال: 2019
ISSN: 1452-8630,2406-100X
DOI: 10.2298/aadm171227021r