OR forum: An algorithmic approach to linear regression
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Publication:2806052
DOI10.1287/OPRE.2015.1436zbMATH Open1338.90272OpenAlexW2199135087MaRDI QIDQ2806052FDOQ2806052
Dimitris Bertsimas, Angela King
Publication date: 13 May 2016
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/opre.2015.1436
Linear regression; mixed models (62J05) Quadratic programming (90C20) Mixed integer programming (90C11)
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Cited In (37)
- Estimation of \(l_0\) norm penalized models: a statistical treatment
- A Mixed-Integer Fractional Optimization Approach to Best Subset Selection
- On mathematical optimization for clustering categories in contingency tables
- Certifiably optimal sparse principal component analysis
- Budget constrained model selection for multiple linear regression
- Rejoinder: ``Sparse regression: scalable algorithms and empirical performance
- Optimal randomized classification trees
- Semi-automated simultaneous predictor selection for regression-SARIMA models
- Predictive stochastic programming
- On the Convexification of Constrained Quadratic Optimization Problems with Indicator Variables
- A two-stage approach to the UCITS-constrained index-tracking problem
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- Piecewise Linear Function Fitting via Mixed-Integer Linear Programming
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- Identifying Fixations in Gaze Data via Inner Density and Optimization
- Optimization problems for machine learning: a survey
- An efficient optimization approach for best subset selection in linear regression, with application to model selection and fitting in autoregressive time-series
- Sparse Solutions by a Quadratically Constrained ℓq (0 <q< 1) Minimization Model
- Time series modeling and forecasting by mathematical programming
- Mixed integer quadratic optimization formulations for eliminating multicollinearity based on variance inflation factor
- Constrained optimization of rank-one functions with indicator variables
- On clustering and interpreting with rules by means of mathematical optimization
- Investigating consumers' store-choice behavior via hierarchical variable selection
- Supermodularity and valid inequalities for quadratic optimization with indicators
- Subset selection for multiple linear regression via optimization
- Clustering data that are graph connected
- Ideal formulations for constrained convex optimization problems with indicator variables
- Scalable holistic linear regression
- A unified framework for bivariate clustering and regression problems via mixed-integer linear programming
- Robust subset selection
- Best subset selection via cross-validation criterion
- Integer constraints for enhancing interpretability in linear regression
- Acceptable set topic modeling
- Optimization of Tree Ensembles
- On constrained smoothing and out-of-range prediction using \(P\)-splines: a conic optimization approach
- On the convex hull of convex quadratic optimization problems with indicators
- Optimal classification trees
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