A Mixed-Integer Fractional Optimization Approach to Best Subset Selection
From MaRDI portal
Recommendations
- Best subset selection via a modern optimization lens
- Best subset selection via cross-validation criterion
- A new approach to select the best subset of predictors in linear regression modelling: bi-objective mixed integer linear programming
- An effective procedure for feature subset selection in logistic regression based on information criteria
- An efficient optimization approach for best subset selection in linear regression, with application to model selection and fitting in autoregressive time-series
Cites work
- scientific article; zbMATH DE number 3904328 (Why is no real title available?)
- scientific article; zbMATH DE number 1302174 (Why is no real title available?)
- scientific article; zbMATH DE number 1906319 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- scientific article; zbMATH DE number 3422402 (Why is no real title available?)
- A new look at the statistical model identification
- Algorithm for cardinality-constrained quadratic optimization
- An algorithmic framework for convex mixed integer nonlinear programs
- Applied Linear Regression
- Approximation hardness for a class of sparse optimization problems
- Best subset selection via a modern optimization lens
- Best subset selection via cross-validation criterion
- Combinatorial Optimization with Rational Objective Functions
- Estimating the dimension of a model
- FilMINT: an outer approximation-based solver for convex mixed-integer nonlinear programs
- Fractional 0-1 programming: applications and algorithms
- Further analysis of the data by Akaike's information criterion and the finite corrections
- Improved Linear Integer Programming Formulations of Nonlinear Integer Problems
- Information criteria and statistical modeling.
- Least angle regression. (With discussion)
- Lifted polymatroid inequalities for mean-risk optimization with indicator variables
- Minimization of Akaike's information criterion in linear regression analysis via mixed integer nonlinear program
- Mixed integer second-order cone programming formulations for variable selection in linear regression
- OR forum: An algorithmic approach to linear regression
- On Nonlinear Fractional Programming
- On the convexification of constrained quadratic optimization problems with indicator variables
- Perspective reformulations of mixed integer nonlinear programs with indicator variables
- Polymatroids and mean-risk minimization in discrete optimization
- Quadratic cone cutting surfaces for quadratic programs with on-off constraints
- Regression Shrinkage and Selection via The Lasso: A Retrospective
- Regression and time series model selection in small samples
- Regressions by Leaps and Bounds
- Scalable algorithms for the sparse ridge regression
- Sharp Thresholds for High-Dimensional and Noisy Sparsity Recovery Using $\ell _{1}$-Constrained Quadratic Programming (Lasso)
- Simplex QP-based methods for minimizing a conic quadratic objective over polyhedra
- Sparse high-dimensional regression: exact scalable algorithms and phase transitions
- Sparse learning via Boolean relaxations
- Statistics for high-dimensional data. Methods, theory and applications.
- Strong formulations for conic quadratic optimization with indicator variables
- Strong formulations for quadratic optimization with M-matrices and indicator variables
- Successive quadratic upper-bounding for discrete mean-risk minimization and network interdiction
- The sparsity and bias of the LASSO selection in high-dimensional linear regression
Cited in
(13)- Rank-one convexification for sparse regression
- Fractional 0-1 programs: links between mixed-integer linear and conic quadratic formulations
- Solving a class of feature selection problems via fractional 0--1 programming
- Strong formulations for conic quadratic optimization with indicator variables
- An efficient optimization approach for best subset selection in linear regression, with application to model selection and fitting in autoregressive time-series
- An effective procedure for feature subset selection in logistic regression based on information criteria
- A neutral comparison of algorithms to minimize L₀ penalties for high-dimensional variable selection
- Convex mixed-integer optimization with Frank-Wolfe methods
- Mixed-integer quadratic programming reformulations of multi-task learning models
- A mixed-integer exponential cone programming formulation for feature subset selection in logistic regression
- Automated subset selection via information criteria optimization in generalized linear models
- COMBSS: best subset selection via continuous optimization
- Convexification techniques for fractional programs
This page was built for publication: A Mixed-Integer Fractional Optimization Approach to Best Subset Selection
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4995087)
