Adaptive hybrid screening for efficient lasso optimization

DOI10.1080/00949655.2021.2025376OpenAlexW4214539410MaRDI QIDQ5086097FDOQ5086097

Authors: Chuyi Wang, Patrick Breheny 

Publication date: 1 July 2022

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2021.2025376

zbMATH Keywords

Lassosolution pathfeature screeninglarge-scale sparse learningsafe screening

Mathematics Subject Classification ID

Statistics (62-XX) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cites Work

• Pathwise coordinate optimization
• Title not available (Why is that?)
• Sure Independence Screening for Ultrahigh Dimensional Feature Space
• Regularization and Variable Selection Via the Elastic Net
• Model Selection and Estimation in Regression with Grouped Variables
• Safe Feature Elimination in Sparse Supervised Learning
• Strong Rules for Discarding Predictors in Lasso-Type Problems
• Group descent algorithms for nonconvex penalized linear and logistic regression models with grouped predictors
• Hybrid safe-strong rules for efficient optimization in Lasso-type problems

Cited In (2)

• LASSO for streaming data with adaptative filtering
• Adaptive conditional feature screening

Uses Software

• biglasso

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