A fast unified algorithm for solving group-lasso penalize learning problems
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Publication:5963816
DOI10.1007/S11222-014-9498-5zbMATH Open1331.62343OpenAlexW2120539875MaRDI QIDQ5963816FDOQ5963816
Publication date: 23 February 2016
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11222-014-9498-5
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Linear regression; mixed models (62J05) Software, source code, etc. for problems pertaining to statistics (62-04) Ridge regression; shrinkage estimators (Lasso) (62J07)
Cites Work
- The Adaptive Lasso and Its Oracle Properties
- Least angle regression. (With discussion)
- Coordinate descent algorithms for lasso penalized regression
- Title not available (Why is that?)
- Convergence of a block coordinate descent method for nondifferentiable minimization
- Model Selection and Estimation in Regression with Grouped Variables
- Introductory lectures on convex optimization. A basic course.
- The Group Lasso for Logistic Regression
- A new approach to variable selection in least squares problems
- Statistical behavior and consistency of classification methods based on convex risk minimization.
- An iterative thresholding algorithm for linear inverse problems with a sparsity constraint
- A note on adaptive group Lasso
- The MM alternative to EM
- Strong Rules for Discarding Predictors in Lasso-Type Problems
Cited In (56)
- A tutorial on individualized treatment effect prediction from randomized trials with a binary endpoint
- DDAC-SpAM: A Distributed Algorithm for Fitting High-dimensional Sparse Additive Models with Feature Division and Decorrelation
- A proximal-gradient method for problems with overlapping group-sparse regularization: support identification complexity
- Fast Markov Chain Monte Carlo for High-Dimensional Bayesian Regression Models With Shrinkage Priors
- High-dimensional grouped folded concave penalized estimation via the LLA algorithm
- Simultaneous nonparametric regression in RADWT dictionaries
- A statistical pipeline for identifying physical features that differentiate classes of 3D shapes
- Fast multiscale functional estimation in optimal EMG placement for robotic prosthesis controllers
- Title not available (Why is that?)
- ISLET: fast and optimal low-rank tensor regression via importance sketching
- Group sparse structural smoothing recovery: model, statistical properties and algorithm
- Sparse group Lasso and high dimensional multinomial classification
- Variable selection for nonparametric additive Cox model with interval‐censored data
- Active-set based block coordinate descent algorithm in group LASSO for self-exciting threshold autoregressive model
- Allocation Strategies for High Fidelity Models in the Multifidelity Regime
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- Covariate-adjusted inference for differential analysis of high-dimensional networks
- Regularized high dimension low tubal-rank tensor regression
- Local optimality for stationary points of group zero-norm regularized problems and equivalent surrogates
- Iteratively reweighted group Lasso based on log-composite regularization
- The cluster correlation-network support vector machine for high-dimensional binary classification
- Variable screening in multivariate linear regression with high-dimensional covariates
- The fused Kolmogorov filter: a nonparametric model-free screening method
- Locally Sparse Function-on-Function Regression
- Standardization and the group lasso penalty
- Dynamic semi-parametric factor model for functional expectiles
- Incorporating Graphical Structure of Predictors in Sparse Quantile Regression
- Variable Selection with Multiply-Imputed Datasets: Choosing Between Stacked and Grouped Methods
- Group screening for ultra-high-dimensional feature under linear model
- Functional multivariable logistic regression with an application to HIV viral suppression prediction
- Optimal EMG placement for a robotic prosthesis controller with sequential, adaptive functional estimation (SAFE)
- Promoting variable effect consistency in mixture cure model for credit scoring
- Graph-based sparse linear discriminant analysis for high-dimensional classification
- Integrative sparse reduced-rank regression via orthogonal rotation for analysis of high-dimensional multi-source data
- Network-adaptive robust penalized estimation of time-varying coefficient models with longitudinal data
- Lasso in Infinite dimension: application to variable selection in functional multivariate linear regression
- A user-guided Bayesian framework for ensemble feature selection in life science applications (UBayFS)
- Penalized Cox's proportional hazards model for high-dimensional survival data with grouped predictors
- Computation of second-order directional stationary points for group sparse optimization
- High-dimensional expectile regression incorporating graphical structure among predictors
- Covariate selection with group Lasso and doubly robust estimation of causal effects
- Accelerated gradient methods for sparse statistical learning with nonconvex penalties
- Quantile regression for additive coefficient models in high dimensions
- An algorithm for the estimation of regularization paths of generalized linear models with group Lasso penalty
- Group penalized quantile regression
- Spike-and-Slab Group Lassos for Grouped Regression and Sparse Generalized Additive Models
- Efficient block-coordinate descent algorithms for the group Lasso
- Quantile regression feature selection and estimation with grouped variables using Huber approximation
- LARS-type algorithm for group Lasso
- Non-convex penalized multitask regression using data depth-based penalties
- Loss amount prediction from textual data using a double GLM with shrinkage and selection
- A Subspace Acceleration Method for Minimization Involving a Group Sparsity-Inducing Regularizer
- Structured sparse support vector machine with ordered features
- Additive model selection
- Quantile regression with group Lasso for classification
- High-Dimensional Cost-constrained Regression Via Nonconvex Optimization
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