Safe feature screening rules for the regularized Huber regression

DOI10.1016/J.AMC.2020.125500MaRDI QIDQ2656712zbMATH OpenOpenAlexFDO

Authors Huangyue Chen, Lingchen Kong, Pan Shang, Shan-Shan Pan

Publication date 16 March 2021

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2020.125500

zbMATH Keywords

convex optimizationduality theoryhigh-dimensionalityHuber regressionsafe feature screening rules

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) Linear regression; mixed models (62J05)

Recommendations

• Gap safe screening rules for sparsity enforcing penalties
• Adaptive Huber Regression
• A statistical learning assessment of Huber regression
• Iteratively reweighted _1-penalized robust regression
• Robust and sparse bridge regression

Cites work

• A safe reinforced feature screening strategy for Lasso based on feasible solutions
• Adaptive Huber Regression
• Double fused Lasso penalized LAD for matrix regression
• Estimation of High Dimensional Mean Regression in the Absence of Symmetry and Light Tail Assumptions
• First-order methods in optimization
• Gap safe screening rules for sparsity enforcing penalties
• scientific article; zbMATH DE number 3852235 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• scientific article; zbMATH DE number 3365044 (Why is no real title available?)
• I-LAMM for sparse learning: simultaneous control of algorithmic complexity and statistical error
• Large-scale inference. Empirical Bayes methods for estimation, testing, and prediction
• Lasso screening rules via dual polytope projection
• Optimization with sparsity-inducing penalties
• Robust Estimation of a Location Parameter
• Robust regression through the Huber's criterion and adaptive lasso penalty
• Robust regression using iteratively reweighted least-squares
• Robust regression: Asymptotics, conjectures and Monte Carlo
• Safe Feature Elimination in Sparse Supervised Learning
• Strong Rules for Discarding Predictors in Lasso-Type Problems
• Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
• The linearized alternating direction method of multipliers for sparse group LAD model

Cited in

(6)

• A fast adaptive Lasso for the cox regression via safe screening rules
• Safe Feature Elimination in Sparse Supervised Learning
• A safe double screening strategy for elastic net support vector machine
• Sequential safe feature elimination rule for L₁-regularized regression with Kullback-Leibler divergence
• Safe feature identification rule for fused Lasso by an extra dual variable
• Sparse Huber regression incorporating graphical structure among predictors

Describes a project that uses

Uses Software

• boost
• Yall1

This page was built for publication: Safe feature screening rules for the regularized Huber regression

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2656712)