Publication:3174129
From MaRDI portal
zbMath1222.62092MaRDI QIDQ3174129
Stephen P. Boyd, Seung-Jean Kim, Kwangmoo Koh
Publication date: 12 October 2011
Full work available at URL: http://jmlr.csail.mit.edu/papers/v8/koh07a.html
62J12: Generalized linear models (logistic models)
Related Items
Gap Safe screening rules for sparsity enforcing penalties, Empirical comparison study of approximate methods for structure selection in binary graphical models, Feature subset selection for logistic regression via mixed integer optimization, Block coordinate proximal gradient methods with variable Bregman functions for nonsmooth separable optimization, Recovering occlusion boundaries from an image, Coordinate ascent for penalized semiparametric regression on high-dimensional panel count data, Iterative reweighted minimization methods for \(l_p\) regularized unconstrained nonlinear programming, Nonmonotone Barzilai-Borwein gradient algorithm for \(\ell_1\)-regularized nonsmooth minimization in compressive sensing, MLSLR: multilabel learning via sparse logistic regression, Support vector machines based on convex risk functions and general norms, A coordinate gradient descent method for \(\ell_{1}\)-regularized convex minimization, Kernel logistic regression using truncated Newton method, A pseudo-heuristic parameter selection rule for \(l^1\)-regularized minimization problems, APPLE: approximate path for penalized likelihood estimators, Another look at linear programming for feature selection via methods of regularization, Gene selection and prediction for cancer classification using support vector machines with a reject option, High-dimensional Ising model selection using \(\ell _{1}\)-regularized logistic regression, Estimating time-varying networks, Mixed linear system estimation and identification, Restricted Robinson constraint qualification and optimality for cardinality-constrained cone programming, Building up a robust risk mathematical platform to predict colorectal cancer, Logistic regression: from art to science, Space alternating penalized Kullback proximal point algorithms for maximizing likelihood with nondifferentiable penalty, Dimension reduction and variable selection in case control studies via regularized likelihood optimization, Sparse optimization in feature selection: application in neuroimaging, Incrementally updated gradient methods for constrained and regularized optimization, Optimality conditions for sparse nonlinear programming, A Multilevel Framework for Sparse Optimization with Application to Inverse Covariance Estimation and Logistic Regression
