Nonparametric additive model with grouped Lasso and maximizing area under the ROC curve

DOI10.1016/j.csda.2014.03.010zbMath1506.62044OpenAlexW2058597362MaRDI QIDQ1623603

Junyong Park, Sung Woo Choi

Publication date: 23 November 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2014.03.010

zbMATH Keywords

AUCvariable selectionROC curveadditive modelhigh dimension

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of statistics to biology and medical sciences; meta analysis (62P10)

Related Items (1)

Choosing the most relevant level sets for depicting a sample of densities

Cites Work

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• A coordinate gradient descent method for nonsmooth separable minimization
• Generalized additive models
• Least angle regression. (With discussion)
• The Group Lasso for Logistic Regression
• Regularization of Wavelet Approximations
• Model Selection and Estimation in Regression with Grouped Variables
• Combining Predictors for Classification Using the Area under the Receiver Operating Characteristic Curve

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