Classification by sparse additive models

DOI10.1214/24-EJS2246MaRDI QIDQ6419466zbMATH OpenFDO

Authors Felix P. Abramovich

Publication date 4 December 2022

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1214/24-EJS2246

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Classification and discrimination; cluster analysis (statistical aspects) (62H30)

Abstract: We consider (nonparametric) sparse additive models (SpAM) for classification. The design of a SpAM classifier is based on minimizing the logistic loss with a sparse group Lasso/Slope-type penalties on the coefficients of univariate components' expansions in orthonormal series (e.g., Fourier or wavelets). The resulting classifier is inherently adaptive to the unknown sparsity and smoothness. We show that it is nearly-minimax (up to log-factors) within the entire range of analytic, Sobolev and Besov classes, and illustrate its performance on the real-data example.

Cited in

(2)

• Exact recovery in the double sparse model: sufficient and necessary signal conditions
• Sharp optimality of sparse group LASSO and SLOPE under weaker assumptions

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