Multiclass-penalized logistic regression

DOI10.1016/J.CSDA.2021.107414MaRDI QIDQ2076113zbMATH OpenOpenAlexFDO

Authors Didier Nibbering, Trevor Hastie

Publication date 18 February 2022

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

Full work available at URL https://doi.org/10.1016/j.csda.2021.107414

zbMATH Keywords

Lassomultinomial logistic regressionparameter clustering

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

• Automatic Response Category Combination in Multinomial Logistic Regression
• Distributed multinomial regression
• Distributed optimization and statistical learning via the alternating direction method of multipliers
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• Model Selection and Estimation in Regression with Grouped Variables
• Pooling states in the multinomial logit model
• Sparse group Lasso and high dimensional multinomial classification
• Variable selection in general multinomial logit models

Cited in

(5)

• Local uncertainty sampling for large-scale multiclass logistic regression
• Paths Following Algorithm for Penalized Logistic Regression Using SCAD and MCP
• Logistic regression, AdaBoost and Bregman distances
• Multiresolution categorical regression for interpretable cell-type annotation
• A powerful penalized multinomial logistic regression approach

Describes a project that uses

Uses Software

• glmnet
• msgl

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