Regression with adaptive Lasso and correlation based penalty

DOI10.1016/J.APM.2021.12.016MaRDI QIDQ2109879zbMATH OpenOpenAlexFDO

Authors Yadi Wang, Wen-bo Zhang, Minghu Fan, Qiang Ge, Baojun Qiao, Xianyu Zuo, Bingbing Jiang

Publication date 21 December 2022

Published in Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.apm.2021.12.016

zbMATH Keywords

feature selectionclassificationmutual informationadaptive logistic regressioncorrelation based penalty

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cites work

• scientific article; zbMATH DE number 1078379 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
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• On orthogonal feature extraction model with applications in medical prognosis
• On the adaptive elastic net with a diverging number of parameters
• Pathwise coordinate optimization
• Penalized regression combining the \( L_{1}\) norm and a correlation based penalty
• Regularization and Variable Selection Via the Elastic Net
• The Adaptive Lasso and Its Oracle Properties
• The Group Lasso for Logistic Regression
• Wrappers for feature subset selection

Cited in

(2)

• The adaptive L1-penalized LAD regression for partially linear single-index models
• Robust regression through the Huber's criterion and adaptive lasso penalty

Describes a project that uses

Uses Software

• glasso

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