Within group variable selection through the Exclusive Lasso
نویسندگان
چکیده
منابع مشابه
The group exponential lasso for bi-level variable selection.
In many applications, covariates possess a grouping structure that can be incorporated into the analysis to select important groups as well as important members of those groups. One important example arises in genetic association studies, where genes may have several variants capable of contributing to disease. An ideal penalized regression approach would select variables by balancing both the ...
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Table 1 provides the average computational time (in minutes) for the eight methods under the simulation settings. SIS clearly requires the least computational effort, whereas RLASSO as well as Scout require much longer computational time. But all methods except RLASSO(CLIME) can be computed under a reasonable amount of time for p = 5000 and n = 100. RLASSO(CLIME) takes much longer because of in...
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ژورنال
عنوان ژورنال: Electronic Journal of Statistics
سال: 2017
ISSN: 1935-7524
DOI: 10.1214/17-ejs1317