Component-wisely sparse boosting

DOI10.1016/J.JKSS.2011.08.005MaRDI QIDQ743775zbMATH OpenOpenAlexFDO

Authors D. Kharzeev

Publication date 30 September 2014

Published in Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jkss.2011.08.005

zbMATH Keywords

boostingsparsitygeneralized additive modelsmoothly clipped absolute deviation

Mathematics Subject Classification ID

Statistical ranking and selection procedures (62F07) Robustness and adaptive procedures (parametric inference) (62F35)

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• Sparse boosting
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• Probing for sparse and fast variable selection with model-based boosting
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Cites work

• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• A decision-theoretic generalization of on-line learning and an application to boosting
• Boosting on the functional ANOVA decomposition
• Generalized additive models. With discussion
• Greedy function approximation: A gradient boosting machine.
• Improved boosting algorithms using confidence-rated predictions
• Least angle regression. (With discussion)
• Nearly unbiased variable selection under minimax concave penalty
• On the Bayes-risk consistency of regularized boosting methods.
• Prediction Games and Arcing Algorithms
• Relaxed Lasso
• Smoothly clipped absolute deviation on high dimensions
• Sparse boosting
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

Cited in

(6)

• Gradient boosting for high-dimensional prediction of rare events
• Probing for sparse and fast variable selection with model-based boosting
• General sparse boosting: improving feature selection of \(L_{2}\) boosting by correlation-based penalty family
• Boosting with structural sparsity: a differential inclusion approach
• Sparse boosting
• Wavelet-based gradient boosting

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