Choosing the best set of variables in regression analysis using integer programming

DOI10.1007/S10898-008-9323-9MaRDI QIDQ839047zbMATH OpenOpenAlexFDO

Authors Hiroshi Konno, Rei Yamamoto

Publication date 1 September 2009

Published in Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10898-008-9323-9

zbMATH Keywords

variable selectionleast absolute deviationcardinality constraint0-1 integer programming

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Approximation methods and heuristics in mathematical programming (90C59) Integer programming (90C10)

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Cites work

• scientific article; zbMATH DE number 3852235 (Why is no real title available?)
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• Credit risk assessment using statistical and machine learning: Basic methodology and risk modeling applications
• Data mining in biomedicine
• Estimation of failure probability using semi-definite logit model
• Model Selection and Multimodel Inference
• Regressions by Leaps and Bounds

Cited in

(23)

• Compositional knockoff filter for high‐dimensional regression analysis of microbiome data
• The optimization of linear multiple regression models through the method of forward selection
• On optimizing linear multiple regression models using stepwise regression
• A maximal predictability portfolio using dynamic factor selection strategy
• scientific article; zbMATH DE number 7387624 (Why is no real title available?)
• Mixed integer quadratic optimization formulations for eliminating multicollinearity based on variance inflation factor
• Ellipsoidal buffered area under the curve maximization model with variable selection in credit risk estimation
• Subset selection for multiple linear regression via optimization
• Mixed integer nonlinear goal programming approach to variable selection in linear regression
• A mixed-integer exponential cone programming formulation for feature subset selection in logistic regression
• Investigation of variable selection regression models
• Outer-product-free sets for polynomial optimization and oracle-based cuts
• A maximal predictability portfolio using absolute deviation reformulation
• Multi-step methods for choosing the best set of variables in regression analysis
• Classification of companies using maximal margin ellipsoidal surfaces
• A robust knockoff filter for sparse regression analysis of microbiome compositional data
• A MAXIMAL PREDICTABILITY PORTFOLIO SUBJECT TO A TURNOVER CONSTRAINT
• Feature subset selection for logistic regression via mixed integer optimization
• Investigating consumers' store-choice behavior via hierarchical variable selection
• Best subset selection via cross-validation criterion
• Mixed integer second-order cone programming formulations for variable selection in linear regression
• Optimization for L₁-Norm Error Fitting via Data Aggregation
• Subset selection in multiple linear regression models: a hybrid of genetic and simulated annealing algorithms

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