An automated exact solution framework towards solving the logistic regression best subset selection problem

DOI10.37920/SASJ.2023.57.2.2MaRDI QIDQ6150320zbMATH OpenOpenAlexFDO

Authors S. E. Terblanche

Publication date 6 February 2024

Published in South African Statistical Journal (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.37920/sasj.2023.57.2.2

zbMATH Keywords

best subset selectionindependent variable selectionlogistic regressionmixed integer programming

Mathematics Subject Classification ID

Statistics (62-XX) Operations research, mathematical programming (90-XX)

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Cites work

• An effective procedure for feature subset selection in logistic regression based on information criteria
• Best subset selection via a modern optimization lens
• Best subset selection via cross-validation criterion
• Best subset, forward stepwise or Lasso? Analysis and recommendations based on extensive comparisons
• Feature subset selection for logistic regression via mixed integer optimization
• scientific article; zbMATH DE number 1906319 (Why is no real title available?)
• Learning sparse classifiers: continuous and mixed integer optimization perspectives
• Sparse Approximate Solutions to Linear Systems
• The Benders decomposition algorithm: a literature review
• Variable selection -- a review and recommendations for the practicing statistician

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