Sparse principal component regression with adaptive loading

DOI10.1016/j.csda.2015.03.016zbMath1468.62098arXiv1402.6455OpenAlexW2071706689MaRDI QIDQ1663268

Shuichi Kawano, Toshihiko Shiroishi, Hironori Fujisawa, Toyoyuki Takada

Publication date: 21 August 2018

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

Full work available at URL: https://arxiv.org/abs/1402.6455

zbMATH Keywords

regularizationdimension reductionidentifiabilitysparsityprincipal component regression

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Factor analysis and principal components; correspondence analysis (62H25) Linear regression; mixed models (62J05)

Related Items (8)

Sparse principal component regression for generalized linear models ⋮ Performances of some high dimensional regression methods: sparse principal component regression ⋮ Machine learning-based surrogate modeling for data-driven optimization: a comparison of subset selection for regression techniques ⋮ Fast deflation sparse principal component analysis via subspace projections ⋮ Optimization problems for machine learning: a survey ⋮ Sparse factor regression via penalized maximum likelihood estimation ⋮ Sparse principal component regression via singular value decomposition approach ⋮ Hierarchical clustered multiclass discriminant analysis via cross-validation

Uses Software

• glmnet

Cites Work

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