Regression with adaptive Lasso and correlation based penalty

DOI10.1016/J.APM.2021.12.016zbMATH Open1505.62492OpenAlexW4200143903MaRDI QIDQ2109879FDOQ2109879

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

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

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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)

Cites Work

• Wrappers for feature subset selection
• The Adaptive Lasso and Its Oracle Properties
• Pathwise coordinate optimization
• Title not available (Why is that?)
• Elements of Information Theory
• Regularization and Variable Selection Via the Elastic Net
• Model Selection and Estimation in Regression with Grouped Variables
• The Group Lasso for Logistic Regression
• On the adaptive elastic net with a diverging number of parameters
• A note on adaptive group Lasso
• Evaluating feature selection methods for learning in data mining applications.
• Title not available (Why is that?)
• Penalized regression combining the \( L_{1}\) norm and a correlation based penalty
• Adaptive and reversed penalty for analysis of high-dimensional correlated data
• Title not available (Why is that?)
• Kalman particle swarm optimized polynomials for data classification
• Bi-level variable selection via adaptive sparse group Lasso
• Low-rank elastic-net regularized multivariate Huber regression model
• New feature selection paradigm based on hyper-heuristic technique
• On orthogonal feature extraction model with applications in medical prognosis
• Informative gene selection for microarray classification via adaptive elastic net with conditional mutual information

Cited In (2)

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

Uses Software

• glasso

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