Regularized receiver operating characteristic-based logistic regression for grouped variable selection with composite criterion

DOI10.1080/00949655.2014.899362MaRDI QIDQ5220892zbMATH OpenOpenAlexFDO

Authors Yang Li, Chenqun Yu, Yichen Qin, Jiaxu Chen, Danhui Yi, Ben-Chang Shia, Shuangge Ma, Limin Wang

Publication date 27 March 2020

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

Full work available at URL https://doi.org/10.1080/00949655.2014.899362

zbMATH Keywords

group Lassoimbalanced datatrue positive ratecomposite criterion

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Applications of statistics to biology and medical sciences; meta analysis (62P10) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cites work

• scientific article; zbMATH DE number 1753143 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• A group bridge approach for variable selection
• Adaptive Weighted Learning for Unbalanced Multicategory Classification
• An asymmetric classifier based on partial least squares
• Cost-sensitive boosting for classification of imbalanced data
• Model Selection and Estimation in Regression with Grouped Variables
• Regression Shrinkage and Selection via The Lasso: A Retrospective
• The Group Lasso for Logistic Regression

Cited in

(3)

• Grouped variable selection using area under the ROC with imbalanced data
• Adaptive stochastic gradient boosting tree with composite criterion
• ROC‐Based Utility Function Maximization for Feature Selection and Classification with Applications to High‐Dimensional Protease Data

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Uses Software

• SMOTE

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