Hard thresholding regularised logistic regression: theory and algorithms

DOI10.4208/EAJAM.110121.210621MaRDI QIDQ5061727zbMATH OpenOpenAlexFDO

Authors Lican Kang, Yuan Luo, Chang Zhu, Yanyan Liu

Publication date 14 March 2022

Published in East Asian Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4208/eajam.110121.210621

zbMATH Keywords

hard thresholding regularisationPDASsparse logistic regressionSPDAS

Mathematics Subject Classification ID

Generalized linear models (logistic models) (62J12)

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Cites work

• L 1-Regularization Path Algorithm for Generalized Linear Models
• A general theory of concave regularization for high-dimensional sparse estimation problems
• A unified primal dual active set algorithm for nonconvex sparse recovery
• Calibrating nonconvex penalized regression in ultra-high dimension
• Consistent model selection criteria on high dimensions
• Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection
• Gradient methods for minimizing composite functions
• High-dimensional generalized linear models and the lasso
• scientific article; zbMATH DE number 3945130 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• Optimal computational and statistical rates of convergence for sparse nonconvex learning problems
• Regularization and Variable Selection Via the Elastic Net
• Regularized \(M\)-estimators with nonconvexity: statistical and algorithmic theory for local optima
• Sequential Lasso cum EBIC for feature selection with ultra-high dimensional feature space
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Variational Analysis
• Wavelet methods in statistics: some recent developments and their applications

Cited in

(6)

• High-dimensional linear regression with hard thresholding regularization: theory and algorithm
• Simulation-based regularized logistic regression
• A primal and dual active set algorithm for truncated \(L_1\) regularized logistic regression
• Hard thresholding regression
• Logistic regression with total variation regularization
• Logistic regression, AdaBoost and Bregman distances

Describes a project that uses

Uses Software

• glmnet

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