High-Dimensional Feature Selection by Feature-Wise Kernelized Lasso

DOI10.1162/NECO_a_00537zbMath1410.68328DBLPjournals/neco/YamadaJSXS14arXiv1202.0515OpenAlexW3126122061WikidataQ44241848 ScholiaQ44241848MaRDI QIDQ5378315

Eric P. Xing, Wittawat Jitkrittum, Masashi Sugiyama, Makoto Yamada, Leonid Sigal

Publication date: 12 June 2019

Published in: Neural Computation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1202.0515

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Learning and adaptive systems in artificial intelligence (68T05)

Related Items (15)

A novel Granger causality method based on HSIC-Lasso for revealing nonlinear relationship between multivariate time series ⋮ CLIG: a classification method based on bidirectional layer information granularity ⋮ A General Framework of Nonparametric Feature Selection in High-Dimensional Data ⋮ Support Recovery and Parameter Identification of Multivariate ARMA Systems with Exogenous Inputs ⋮ Unnamed Item ⋮ Dependency maximization forward feature selection algorithms based on normalized cross-covariance operator and its approximated form for high-dimensional data ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Unsupervised 2D Dimensionality Reduction with Adaptive Structure Learning ⋮ Neural Decoding with Kernel-Based Metric Learning ⋮ Smaller feature subset selection for real-world datasets using a new mutual information with Gaussian gain ⋮ A user-guided Bayesian framework for ensemble feature selection in life science applications (UBayFS) ⋮ Global sensitivity analysis with dependence measures ⋮ New improvements in the use of dependence measures for sensitivity analysis and screening ⋮ Sparse parameter identification of stochastic dynamical systems

Uses Software

• ElemStatLearn
• Bolasso

Cites Work

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