Coordinate descent based hierarchical interactive Lasso penalized logistic regression and its application to classification problems

DOI10.1155/2014/430201MaRDI QIDQ1718372zbMATH OpenOpenAlexWikidataFDO

Authors Jin-Jia Wang, Yang Lu

Publication date 8 February 2019

Published in Mathematical Problems in Engineering (Search for Journal in Brave)

Copyright license Creative Commons Attribution 3.0 Unported

Full work available at URL https://doi.org/10.1155/2014/430201

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Ridge regression; shrinkage estimators (Lasso) (62J07) Generalized linear models (logistic models) (62J12)

Review text

Summary: We present the hierarchical interactive lasso penalized logistic regression using the coordinate descent algorithm based on the hierarchy theory and variables interactions. We define the interaction model based on the geometric algebra and hierarchical constraint conditions and then use the coordinate descent algorithm to solve for the coefficients of the hierarchical interactive lasso model. We provide the results of some experiments based on UCI datasets, Madelon datasets from NIPS2003, and daily activities of the elder. The experimental results show that the variable interactions and hierarchy contribute significantly to the classification. The hierarchical interactive lasso has the advantages of the lasso and interactive lasso.

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Cited in

(1)

• A lasso for hierarchical interactions

Describes a project that uses

Uses Software

• glmnet
• glinternet
• LogicReg
• hierNet

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