OR Forum—An Algorithmic Approach to Linear Regression
From MaRDI portal
Publication:2806052
DOI10.1287/opre.2015.1436zbMath1338.90272OpenAlexW2199135087MaRDI QIDQ2806052
Angela King, Dimitris J. Bertsimas
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) Mixed integer programming (90C11) Quadratic programming (90C20)
Related Items
Predictive stochastic programming ⋮ On the Convexification of Constrained Quadratic Optimization Problems with Indicator Variables ⋮ Integer constraints for enhancing interpretability in linear regression ⋮ A two-stage approach to the UCITS-constrained index-tracking problem ⋮ Mixed integer quadratic optimization formulations for eliminating multicollinearity based on variance inflation factor ⋮ Optimal randomized classification trees ⋮ Subset selection for multiple linear regression via optimization ⋮ Scalable holistic linear regression ⋮ Best subset selection via cross-validation criterion ⋮ A unified framework for bivariate clustering and regression problems via mixed-integer linear programming ⋮ On mathematical optimization for clustering categories in contingency tables ⋮ Time series modeling and forecasting by mathematical programming ⋮ On clustering and interpreting with rules by means of mathematical optimization ⋮ On the convex hull of convex quadratic optimization problems with indicators ⋮ Unnamed Item ⋮ Budget constrained model selection for multiple linear regression ⋮ Supermodularity and valid inequalities for quadratic optimization with indicators ⋮ Unnamed Item ⋮ Semi-automated simultaneous predictor selection for regression-SARIMA models ⋮ Identifying Fixations in Gaze Data via Inner Density and Optimization ⋮ Rejoinder: ``Sparse regression: scalable algorithms and empirical performance ⋮ Optimization of Tree Ensembles ⋮ Clustering data that are graph connected ⋮ Optimal classification trees ⋮ 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 ⋮ Certifiably optimal sparse principal component analysis ⋮ Piecewise Linear Function Fitting via Mixed-Integer Linear Programming ⋮ Robust subset selection ⋮ Investigating consumers' store-choice behavior via hierarchical variable selection ⋮ Acceptable set topic modeling ⋮ Sparse Solutions by a Quadratically Constrained ℓq (0 <q< 1) Minimization Model ⋮ A Mixed-Integer Fractional Optimization Approach to Best Subset Selection ⋮ On constrained smoothing and out-of-range prediction using \(P\)-splines: a conic optimization approach ⋮ Ideal formulations for constrained convex optimization problems with indicator variables
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Best subset selection via a modern optimization lens
- On constrained and regularized high-dimensional regression
- Least quantile regression via modern optimization
- Characterization of the equivalence of robustification and regularization in linear and matrix regression
- Best subset selection, persistence in high-dimensional statistical learning and optimization under \(l_1\) constraint
- The composite absolute penalties family for grouped and hierarchical variable selection
- Bootstrap methods: another look at the jackknife
- Bootstrap confidence intervals. With comments and a rejoinder by the authors
- A brief history of linear and mixed-integer programming computation
- A significance test for the lasso
- Confidence Intervals and Hypothesis Testing for High-Dimensional Regression
- SparseNet: Coordinate Descent With Nonconvex Penalties
- Theory and Applications of Robust Optimization
- The Collinearity Problem in Linear Regression. The Partial Least Squares (PLS) Approach to Generalized Inverses
- Least Median of Squares Regression
- Computing in Operations Research Using Julia
- Regressions by Leaps and Bounds
- Atomic Decomposition by Basis Pursuit
- Minimax Rates of Estimation for High-Dimensional Linear Regression Over $\ell_q$-Balls
- Model Selection and Estimation in Regression with Grouped Variables
- A General Qualitative Definition of Robustness
- A general theory of concave regularization for high-dimensional sparse estimation problems
