Mixed integer second-order cone programming formulations for variable selection in linear regression
From MaRDI portal
(Redirected from Publication:320071)
Recommendations
- Choosing the best set of variables in regression analysis using integer programming
- A new approach to select the best subset of predictors in linear regression modelling: bi-objective mixed integer linear programming
- Multi-step methods for choosing the best set of variables in regression analysis
- Subset selection for multiple linear regression via optimization
- Linear model selection -- towards a framework using a mixed integer linear programming approach
Cites work
- scientific article; zbMATH DE number 3876377 (Why is no real title available?)
- scientific article; zbMATH DE number 5485514 (Why is no real title available?)
- scientific article; zbMATH DE number 3635352 (Why is no real title available?)
- scientific article; zbMATH DE number 1906319 (Why is no real title available?)
- scientific article; zbMATH DE number 2107836 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- scientific article; zbMATH DE number 3359958 (Why is no real title available?)
- 10.1162/153244303322753616
- A Biometrics Invited Paper. The Analysis and Selection of Variables in Linear Regression
- A New Formula for Predicting the Shrinkage of the Coefficient of Multiple Correlation
- A new look at the statistical model identification
- Algorithm for cardinality-constrained quadratic optimization
- An efficient support vector machine learning method with second-order cone programming for large-scale problems
- Applications of second-order cone programming
- Choosing the best set of variables in regression analysis using integer programming
- Computational Methods of Feature Selection
- Dimension Reduction and Coefficient Estimation in Multivariate Linear Regression
- Efficient algorithms for computing the best subset regression models for large-scale problems
- Estimating the dimension of a model
- Further analysis of the data by Akaike's information criterion and the finite corrections
- Model Selection and Multimodel Inference
- Multi-step methods for choosing the best set of variables in regression analysis
- Regression Model Selection—A Residual Likelihood Approach
- Regressions by Leaps and Bounds
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
- Robust classification and regression using support vector machines
- Second order cone programming approaches for handling missing and uncertain data
- Selection of relevant features and examples in machine learning
- Using simulated annealing to optimize the feature selection problem in marketing applications
- Wrappers for feature subset selection
Cited in
(47)- Mixed integer nonlinear goal programming approach to variable selection in linear regression
- A Mixed-Integer Fractional Optimization Approach to Best Subset Selection
- A new approach to select the best subset of predictors in linear regression modelling: bi-objective mixed integer linear programming
- On computing medians of marked point process data under edit distance
- Feature and functional form selection in additive models via mixed-integer optimization
- Rank-one convexification for sparse regression
- Limited memory bundle DC algorithm for sparse pairwise kernel learning
- Cardinality minimization, constraints, and regularization: a survey
- DC formulations and algorithms for sparse optimization problems
- Scalable algorithms for the sparse ridge regression
- Minimization of Akaike's information criterion in linear regression analysis via mixed integer nonlinear program
- Mixed integer nonlinear program for minimization of Akaike's information criterion
- scientific article; zbMATH DE number 7387624 (Why is no real title available?)
- Feature subset selection for logistic regression via mixed integer optimization
- MIP-BOOST: Efficient and Effective L0 Feature Selection for Linear Regression
- Locating hyperplanes to fitting set of points: a general framework
- Convergent inexact penalty decomposition methods for cardinality-constrained problems
- Application of a mixed integer nonlinear programming approach to variable selection in logistic regression
- Optimization problems for machine learning: a survey
- Generalizations of doubly nonnegative cones and their comparison
- 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
- Choosing the best set of variables in regression analysis using integer programming
- Predicting pairwise interaction affinities with ℓ 0 -penalized least squares–a nonsmooth bi-objective optimization based approach*
- An effective procedure for feature subset selection in logistic regression based on information criteria
- Multi-step methods for choosing the best set of variables in regression analysis
- Convexification of queueing formulas by mixed-integer second-order cone programming: an application to a discrete location problem with congestion
- 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
- 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
- Mixed-integer quadratic programming reformulations of multi-task learning models
- Subset Selection and the Cone of Factor-Width-k Matrices
- Investigating consumers' store-choice behavior via hierarchical variable selection
- Discrete optimization methods to fit piecewise affine models to data points
- Maximum relevance minimum common redundancy feature selection for nonlinear data
- Subset selection for multiple linear regression via optimization
- A mixed-integer exponential cone programming formulation for feature subset selection in logistic regression
- Automated subset selection via information criteria optimization in generalized linear models
- 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
- New bounds for subset selection from conic relaxations
- Approximation hierarchies for copositive cone over symmetric cone and their comparison
- Variable selection in logistic regression models through the application of exact mathematical programming
This page was built for publication: Mixed integer second-order cone programming formulations for variable selection in linear regression
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q320071)
