Pages that link to "Item:Q5743136"
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The following pages link to Strong Rules for Discarding Predictors in Lasso-Type Problems (Q5743136):
Displayed 50 items.
- An attention algorithm for solving large scale structured \(l_0\)-norm penalty estimation problems (Q825333) (← links)
- Nonsmoothness in machine learning: specific structure, proximal identification, and applications (Q829492) (← links)
- Hybrid safe-strong rules for efficient optimization in Lasso-type problems (Q830584) (← links)
- Group subset selection for linear regression (Q1623472) (← links)
- Data shared Lasso: a novel tool to discover uplift (Q1659082) (← links)
- Natural coordinate descent algorithm for \(\ell_1\)-penalised regression in generalised linear models (Q1659358) (← links)
- Structured variable selection via prior-induced hierarchical penalty functions (Q1659467) (← links)
- Pathwise coordinate optimization for sparse learning: algorithm and theory (Q1747736) (← links)
- A dual based semismooth Newton-type algorithm for solving large-scale sparse Tikhonov regularization problems (Q2033078) (← links)
- Regularization parameter selection for the low rank matrix recovery (Q2046538) (← links)
- Sparse group fused Lasso for model segmentation: a hybrid approach (Q2051576) (← links)
- Structured iterative hard thresholding with on- and off-grid applications (Q2074952) (← links)
- Quantile regression feature selection and estimation with grouped variables using Huber approximation (Q2080351) (← links)
- Group penalized quantile regression (Q2082458) (← links)
- A decomposition method for Lasso problems with zero-sum constraint (Q2106751) (← links)
- Large-scale multivariate sparse regression with applications to UK Biobank (Q2170442) (← links)
- On the distribution, model selection properties and uniqueness of the Lasso estimator in low and high dimensions (Q2180053) (← links)
- A safe reinforced feature screening strategy for Lasso based on feasible solutions (Q2201661) (← links)
- Best subset, forward stepwise or Lasso? Analysis and recommendations based on extensive comparisons (Q2225312) (← links)
- Solving a class of feature selection problems via fractional 0--1 programming (Q2241181) (← links)
- Some notes on concordance between optimization and statistics (Q2298307) (← links)
- Graphical models for zero-inflated single cell gene expression (Q2318662) (← links)
- Safe feature screening rules for the regularized Huber regression (Q2656712) (← links)
- Fast stepwise regression based on multidimensional indexes (Q2666779) (← links)
- PUlasso: High-Dimensional Variable Selection With Presence-Only Data (Q3304856) (← links)
- On Faster Convergence of Cyclic Block Coordinate Descent-type Methods for Strongly Convex Minimization (Q4558510) (← links)
- (Q4633017) (← links)
- Gap Safe screening rules for sparsity enforcing penalties (Q4637055) (← links)
- (Q4998947) (← links)
- Screening Rules and its Complexity for Active Set Identification (Q5026418) (← links)
- (Q5053252) (← links)
- (Q5053270) (← links)
- A Pliable Lasso (Q5065986) (← links)
- Adaptive hybrid screening for efficient lasso optimization (Q5086097) (← links)
- Estimation of semiparametric regression model with right-censored high-dimensional data (Q5107372) (← links)
- Fast and approximate exhaustive variable selection for generalised linear models with APES (Q5117653) (← links)
- Fast Best Subset Selection: Coordinate Descent and Local Combinatorial Optimization Algorithms (Q5144778) (← links)
- (Q5149027) (← links)
- (Q5214210) (← links)
- (Q5214258) (← links)
- A coordinate majorization descent algorithm for ℓ<sub>1</sub>penalized learning (Q5219208) (← links)
- <b><tt>cmenet</tt></b>: A New Method for Bi-Level Variable Selection of Conditional Main Effects (Q5231511) (← links)
- (Q5381131) (← links)
- A Dimension Reduction Technique for Large-Scale Structured Sparse Optimization Problems with Application to Convex Clustering (Q5869815) (← links)
- Safe Rules for the Identification of Zeros in the Solutions of the SLOPE Problem (Q5885837) (← links)
- A fast unified algorithm for solving group-lasso penalize learning problems (Q5963816) (← links)
- (Q6073211) (← links)
- Group linear algorithm with sparse principal decomposition: a variable selection and clustering method for generalized linear models (Q6099122) (← links)
- A safe double screening strategy for elastic net support vector machine (Q6178350) (← links)
- Algorithms for Sparse Support Vector Machines (Q6180740) (← links)