A safe reinforced feature screening strategy for Lasso based on feasible solutions

DOI10.1016/j.ins.2018.10.031zbMath1442.68199OpenAlexW2897945931WikidataQ129038357 ScholiaQ129038357MaRDI QIDQ2201661

Yitian Xu, Xianli Pan

Publication date: 29 September 2020

Published in: Information Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ins.2018.10.031

zbMATH Keywords

regressionLassohigh-dimensionalsafe feature screening

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Learning and adaptive systems in artificial intelligence (68T05)

Related Items

Safe feature screening rules for the regularized Huber regression

Uses Software

• PDCO
• glmnet
• Apache Spark
• BLITZ
• IsoLasso

Cites Work

• Unnamed Item
• BLITZ
• Double regularization methods for robust feature selection and SVM classification via DC programming
• Scaling up twin support vector regression with safe screening rule
• Coordinate descent algorithms
• From Sparse Solutions of Systems of Equations to Sparse Modeling of Signals and Images
• Atomic Decomposition by Basis Pursuit
• Dynamic Screening: Accelerating First-Order Algorithms for the Lasso and Group-Lasso
• Safe Feature Elimination in Sparse Supervised Learning
• Regularization and Variable Selection Via the Elastic Net
• Strong Rules for Discarding Predictors in Lasso-Type Problems
• IsoLasso