General sparse boosting: improving feature selection of L₂ boosting by correlation-based penalty family

DOI10.1080/03610918.2013.824586MaRDI QIDQ5265816zbMATH OpenOpenAlexFDO

Authors Junlong Zhao

Publication date 29 July 2015

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2013.824586

zbMATH Keywords

model selectionadaptive lassosparsityboosting algorithm

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12)

Recommendations

• Sparse boosting
• Component-wisely sparse boosting
• Boosting for high-dimensional linear models
• Dimension reduction boosting
• Probing for sparse and fast variable selection with model-based boosting

Cites work

• Additive logistic regression: a statistical view of boosting. (With discussion and a rejoinder by the authors)
• Applied Linear Regression
• Arcing classifiers. (With discussion)
• Boosting With theL₂Loss
• Boosting additive models using component-wise P-splines
• Boosting algorithms: regularization, prediction and model fitting
• Boosting for high-dimensional linear models
• Discussion: One-step sparse estimates in nonconcave penalized likelihood models
• Greedy function approximation: A gradient boosting machine.
• Hedonic housing prices and the demand for clean air
• Ideal spatial adaptation by wavelet shrinkage
• Least angle regression. (With discussion)
• Model Selection and the Principle of Minimum Description Length
• Pathwise coordinate optimization
• Regression and time series model selection in small samples
• Regularization and Variable Selection Via the Elastic Net
• The Adaptive Lasso and Its Oracle Properties
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

Cited in

(12)

• Two-step sparse boosting for high-dimensional longitudinal data with varying coefficients
• Dimension reduction boosting
• Boosting for high-dimensional linear models
• Boosting with structural sparsity: a differential inclusion approach
• Probing for sparse and fast variable selection with model-based boosting
• De-noising boosting methods for variable selection and estimation subject to error-prone variables
• Characterizing \(L_{2}\)Boosting
• Variable selection in classification model via quadratic programming
• A new approach of subgroup identification for high-dimensional longitudinal data
• Component-wisely sparse boosting
• Sparse regression and support recovery with \(\mathbb{L}_2\)-boosting algorithms
• Sparse boosting

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