Saturating splines and feature selection

MaRDI QIDQ4558524zbMATH OpenFDO

Authors Nicholas Boyd, Benjamin Recht, Michael Jordan, Trevor Hastie, Stephen Boyd

Publication date 22 November 2018

Full work available at URL https://arxiv.org/abs/1609.06764, http://jmlr.csail.mit.edu/papers/v18/17-178.html

zbMATH Keywords

convex optimizationfeature selectionLassoregressionsplines

Mathematics Subject Classification ID

Applications of functional analysis in optimization, convex analysis, mathematical programming, economics (46N10) Ridge regression; shrinkage estimators (Lasso) (62J07) Numerical computation using splines (65D07)

Recommendations

• Spline adaptation in extended linear models
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• Spline adaptation to smoothness
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Cites work

• $\ell_1$ Trend Filtering
• A practical guide to splines.
• Adaptive piecewise polynomial estimation via trend filtering
• Approximating parameterized convex optimization problems
• Breaking the curse of dimensionality with convex neural networks
• Component selection and smoothing in multivariate nonparametric regression
• Computer age statistical inference. Algorithms, evidence, and data science
• Conditional gradient algorithms with open loop step size rules
• Distributed optimization and statistical learning via the alternating direction method of multipliers
• scientific article; zbMATH DE number 45848 (Why is no real title available?)
• scientific article; zbMATH DE number 47282 (Why is no real title available?)
• scientific article; zbMATH DE number 700016 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• Locally adaptive regression splines
• Sparse Optimization with Least-Squares Constraints
• The alternating descent conditional gradient method for sparse inverse problems
• The elements of statistical learning. Data mining, inference, and prediction
• ℓ1 Regularization in Infinite Dimensional Feature Spaces

Cited in

(1)

• Degrees of freedom for off-the-grid sparse estimation

Describes a project that uses

Uses Software

• glmnet
• SPGL1
• UCI
• gamsel

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