Integer constraints for enhancing interpretability in linear regression

DOI10.2436/20.8080.02.95MaRDI QIDQ4969267zbMATH OpenOpenAlexFDO

Authors Alba V. Olivares-Nadal, Pepa Ramírez-Cobo, Emilio Carrizosa

Publication date 5 October 2020

Full work available at URL https://dialnet.unirioja.es/servlet/articulo?codigo=7537019

zbMATH Keywords

linear regressionmulticollinearitysparsitymixed integer nonlinear programmingcardinality constraint

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Mixed integer programming (90C11)

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• OR forum: An algorithmic approach to linear regression
• On the Roles of Observations in Collinearity in the Linear Model
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Cited in

(4)

• On sparse ensemble methods: an application to short-term predictions of the evolution of COVID-19
• Feature and functional form selection in additive models via mixed-integer optimization
• Constrained linear regression models for symbolic interval-valued variables
• Independently interpretable Lasso for generalized linear models

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• UCI

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