Pages that link to "Item:Q282479"
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The following pages link to Best subset selection via a modern optimization lens (Q282479):
Displaying 50 items.
- Linear biomarker combination for constrained classification (Q66424) (← links)
- Best subset selection via a modern optimization lens (Q282479) (← links)
- Feature subset selection for logistic regression via mixed integer optimization (Q301699) (← links)
- A greedy feature selection algorithm for big data of high dimensionality (Q669273) (← links)
- Sparse hierarchical regression with polynomials (Q782451) (← links)
- Factor-driven two-regime regression (Q820823) (← links)
- An attention algorithm for solving large scale structured \(l_0\)-norm penalty estimation problems (Q825333) (← links)
- Fitting sparse linear models under the sufficient and necessary condition for model identification (Q826666) (← links)
- A two-stage approach to the UCITS-constrained index-tracking problem (Q1634070) (← links)
- Extending AIC to best subset regression (Q1643010) (← links)
- Strong formulations for quadratic optimization with M-matrices and indicator variables (Q1650773) (← links)
- Locating hyperplanes to fitting set of points: a general framework (Q1652646) (← links)
- Best subset binary prediction (Q1668571) (← links)
- Linear regression with sparsely permuted data (Q1711600) (← links)
- Cost-sensitive feature selection for support vector machines (Q1734839) (← links)
- DC formulations and algorithms for sparse optimization problems (Q1749449) (← links)
- Logistic regression: from art to science (Q1750250) (← links)
- Cost-based feature selection for support vector machines: an application in credit scoring (Q1753611) (← links)
- On the sensitivity of the Lasso to the number of predictor variables (Q1790389) (← links)
- Lagrangian duality and saddle points for sparse linear programming (Q2010427) (← links)
- Tractable ADMM schemes for computing KKT points and local minimizers for \(\ell_0\)-minimization problems (Q2026765) (← links)
- Optimization problems for machine learning: a survey (Q2029894) (← links)
- Convergent inexact penalty decomposition methods for cardinality-constrained problems (Q2031962) (← links)
- A unified primal dual active set algorithm for nonconvex sparse recovery (Q2038299) (← links)
- High-dimensional variable selection via low-dimensional adaptive learning (Q2044323) (← links)
- An effective procedure for feature subset selection in logistic regression based on information criteria (Q2044566) (← links)
- Solving nonnegative sparsity-constrained optimization via DC quadratic-piecewise-linear approximations (Q2052409) (← links)
- Provably optimal sparse solutions to overdetermined linear systems with non-negativity constraints in a least-squares sense by implicit enumeration (Q2069147) (← links)
- Sparse classification: a scalable discrete optimization perspective (Q2071494) (← links)
- Smoothing Newton method for \(\ell^0\)-\(\ell^2\) regularized linear inverse problem (Q2072164) (← links)
- A guide for sparse PCA: model comparison and applications (Q2073736) (← links)
- Robust subset selection (Q2076115) (← links)
- New bounds for subset selection from conic relaxations (Q2076815) (← links)
- Mining events with declassified diplomatic documents (Q2078743) (← links)
- Variable selection in convex quantile regression: \(\mathcal{L}_1\)-norm or \(\mathcal{L}_0\)-norm regularization? (Q2083962) (← links)
- A convex relaxation framework consisting of a primal-dual alternative algorithm for solving \(\ell_0\) sparsity-induced optimization problems with application to signal recovery based image restoration (Q2095175) (← links)
- Sparse regression at scale: branch-and-bound rooted in first-order optimization (Q2097642) (← links)
- Constructing two-level \(Q_B\)-optimal screening designs using mixed-integer programming and heuristic algorithms (Q2104010) (← links)
- Adaptive iterative hard thresholding for least absolute deviation problems with sparsity constraints (Q2108537) (← links)
- Sparse regression over clusters: SparClur (Q2115306) (← links)
- Ideal formulations for constrained convex optimization problems with indicator variables (Q2118117) (← links)
- Clustering, multicollinearity, and singular vectors (Q2143037) (← links)
- Predicting the equity market risk premium: a model selection approach (Q2158352) (← links)
- The backbone method for ultra-high dimensional sparse machine learning (Q2163249) (← links)
- Detecting racial bias in jury selection (Q2167656) (← links)
- A solution approach for cardinality minimization problem based on fractional programming (Q2168753) (← links)
- Sparse high-dimensional regression: exact scalable algorithms and phase transitions (Q2176621) (← links)
- Subset selection for multiple linear regression via optimization (Q2182858) (← links)
- Best subset selection via cross-validation criterion (Q2192029) (← links)
- Matrix completion with nonconvex regularization: spectral operators and scalable algorithms (Q2195855) (← links)