Majorization minimization by coordinate descent for concave penalized generalized linear models (Q746337)
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scientific article; zbMATH DE number 6495095
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| English | Majorization minimization by coordinate descent for concave penalized generalized linear models |
scientific article; zbMATH DE number 6495095 |
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Majorization minimization by coordinate descent for concave penalized generalized linear models (English)
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16 October 2015
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logistic regression
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\(p\gg n\) models
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smoothly clipped absolute deviation penalty
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minimax concave penalty
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variable selection
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0.8039827942848206
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0.7971971035003662
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0.796817421913147
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0.7914702296257019
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0.7879641056060791
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