Mixed integer second-order cone programming formulations for variable selection in linear regression
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Publication:320071
DOI10.1016/J.EJOR.2015.06.081zbMATH Open1346.90616OpenAlexW1064564656MaRDI QIDQ320071FDOQ320071
Ryuhei Miyashiro, Yuichi Takano
Publication date: 6 October 2016
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2015.06.081
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variable selectionmultiple linear regressioninformation criterioninteger programmingsecond-order cone programming
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Cited In (38)
- Mixed integer nonlinear goal programming approach to variable selection in linear regression
- A Mixed-Integer Fractional Optimization Approach to Best Subset Selection
- Convexification of Queueing Formulas by Mixed-Integer Second-Order Cone Programming: An Application to a Discrete Location Problem with Congestion
- On computing medians of marked point process data under edit distance
- Cardinality minimization, constraints, and regularization: a survey
- Mixed Integer Nonlinear Program for Minimization of Akaike’s Information Criterion
- DC formulations and algorithms for sparse optimization problems
- Minimization of Akaike's information criterion in linear regression analysis via mixed integer nonlinear program
- Title not available (Why is that?)
- MIP-BOOST: Efficient and Effective L0 Feature Selection for Linear Regression
- Feature subset selection for logistic regression via mixed integer optimization
- Locating hyperplanes to fitting set of points: a general framework
- A NEW APPROACH TO SELECT THE BEST SUBSET OF PREDICTORS IN LINEAR REGRESSION MODELLING: BI-OBJECTIVE MIXED INTEGER LINEAR PROGRAMMING
- Convergent inexact penalty decomposition methods for cardinality-constrained problems
- Generalizations of doubly nonnegative cones and their comparison
- Optimization problems for machine learning: a survey
- Strong formulations for conic quadratic optimization with indicator variables
- Predicting online invitation responses with a competing risk model using privacy-friendly social event data
- An efficient optimization approach for best subset selection in linear regression, with application to model selection and fitting in autoregressive time-series
- An effective procedure for feature subset selection in logistic regression based on information criteria
- Mixed integer quadratic optimization formulations for eliminating multicollinearity based on variance inflation factor
- Graph structured sparse subset selection
- A cutting plane method for risk-constrained traveling salesman problem with random arc costs
- Mixed-integer quadratic programming reformulations of multi-task learning models
- Subset Selection and the Cone of Factor-Width-k Matrices
- Alternating direction method of multipliers for truss topology optimization with limited number of nodes: a cardinality-constrained second-order cone programming approach
- Feature scaling via second-order cone programming
- Investigating consumers' store-choice behavior via hierarchical variable selection
- Maximum relevance minimum common redundancy feature selection for nonlinear data
- Discrete optimization methods to fit piecewise affine models to data points
- Subset selection for multiple linear regression via optimization
- A mixed-integer exponential cone programming formulation for feature subset selection in logistic regression
- Linear model selection -- towards a framework using a mixed integer linear programming approach
- Features Selection as a Nash-Bargaining Solution: Applications in Online Advertising and Information Systems
- Best subset selection via cross-validation criterion
- Scalable Algorithms for the Sparse Ridge Regression
- New bounds for subset selection from conic relaxations
- Approximation hierarchies for copositive cone over symmetric cone and their comparison
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