Learning sparse classifiers: continuous and mixed integer optimization perspectives
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Cites work
- \(\ell_1\)-penalized quantile regression in high-dimensional sparse models
- A Bahadur representation of the linear support vector machine
- A unified framework for high-dimensional analysis of M-estimators with decomposable regularizers
- Aggregation for Gaussian regression
- An error bound for L₁-norm support vector machine coefficients in ultra-high dimension
- An extended Newton-type algorithm for \(\ell_2\)-regularized sparse logistic regression and its efficiency for classifying large-scale datasets
- Best subset selection via a modern optimization lens
- Best subset selection, persistence in high-dimensional statistical learning and optimization under l₁ constraint
- Best subset, forward stepwise or Lasso? Analysis and recommendations based on extensive comparisons
- Book Reviews
- Classifiers of support vector machine type with \(\ell_1\) complexity regularization
- Convergence of a block coordinate descent method for nondifferentiable minimization
- Coordinate descent algorithms
- Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection
- Efficiency of coordinate descent methods on huge-scale optimization problems
- Fast best subset selection: coordinate descent and local combinatorial optimization algorithms
- Feature subset selection for logistic regression via mixed integer optimization
- Global and quadratic convergence of Newton hard-thresholding pursuit
- Gradient methods for minimizing composite functions
- Greedy sparsity-constrained optimization
- High-dimensional generalized linear models and the lasso
- High-dimensional Ising model selection using \(\ell _{1}\)-regularized logistic regression
- How well can we estimate a sparse vector?
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- Iterative hard thresholding for compressed sensing
- Iterative hard thresholding methods for \(l_0\) regularized convex cone programming
- Logistic regression: from art to science
- Minimax Rates of Estimation for High-Dimensional Linear Regression Over \ell_q-Balls
- Mixed integer nonlinear programming. Selected papers based on the presentations at the IMA workshop mixed-integer nonlinear optimization: Algorithmic advances and applications, Minneapolis, MN, USA, November 17--21, 2008
- Mixed-integer nonlinear optimization
- Nearly unbiased variable selection under minimax concave penalty
- On the convergence of block coordinate descent type methods
- Random Coordinate Descent Methods for <inline-formula> <tex-math notation="TeX">$\ell_{0}$</tex-math></inline-formula> Regularized Convex Optimization
- Robust 1-bit Compressed Sensing and Sparse Logistic Regression: A Convex Programming Approach
- Simultaneous analysis of Lasso and Dantzig selector
- Sparse Approximate Solutions to Linear Systems
- Sparse high-dimensional regression: exact scalable algorithms and phase transitions
- Sparse regression: scalable algorithms and empirical performance
- SparseNet: coordinate descent with nonconvex penalties
- Sparsity constrained nonlinear optimization: optimality conditions and algorithms
- Statistics for high-dimensional data. Methods, theory and applications.
- Supersparse linear integer models for optimized medical scoring systems
- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
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- Variable selection for support vector machines in moderately high dimensions
Cited in
(19)- Sparse classification: a scalable discrete optimization perspective
- Sparse regression at scale: branch-and-bound rooted in first-order optimization
- Ideal formulations for constrained convex optimization problems with indicator variables
- scientific article; zbMATH DE number 5957262 (Why is no real title available?)
- scientific article; zbMATH DE number 5968873 (Why is no real title available?)
- eSPA+: Scalable Entropy-Optimal Machine Learning Classification for Small Data Problems
- Grouped variable selection with discrete optimization: computational and statistical perspectives
- Sparse optimization via vector \(k\)-norm and DC programming with an application to feature selection for support vector machines
- \(2 \times 2\)-convexifications for convex quadratic optimization with indicator variables
- Sparse quantile regression
- An automated exact solution framework towards solving the logistic regression best subset selection problem
- Learning Sparse Classifiers: Continuous and Mixed Integer Optimization Perspectives
- Techniques for accelerating branch-and-bound algorithms dedicated to sparse optimization
- Construction of multiclass classifier as linear or mixed binary programming task
- Sparse SVM with hard-margin loss: a Newton-augmented Lagrangian method in reduced dimensions
- Automated subset selection via information criteria optimization in generalized linear models
- Exact continuous relaxations of _0-regularized criteria with non-quadratic data terms
- Group Selection and Shrinkage: Structured Sparsity for Semiparametric Additive Models
- A parametric approach for solving convex quadratic optimization with indicators over trees
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