Another look at linear programming for feature selection via methods of regularization

DOI10.1007/S11222-013-9408-2MaRDI QIDQ746339zbMATH OpenOpenAlexFDO

Authors Yonggang Yao, Yoonkyung Lee

Publication date 16 October 2015

Published in Statistics and Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11222-013-9408-2

zbMATH Keywords

quantile regressionsupport vector machinessimplex methodparametric linear programming\(l_1\)-norm penaltygrouped regularizationstructured learning

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear programming (90C05)

Recommendations

• Piecewise linear regularized solution paths
• An interior-point method for large-scale \(l_1\)-regularized logistic regression
• Applications of \(l_1\) regularisation
• Selection by partitioning the solution paths
• Least angle regression. (With discussion)

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• L 1-Regularization Path Algorithm for Generalized Linear Models
• A New Unblocking Technique to Warmstart Interior Point Methods Based on Sensitivity Analysis
• A Technique for Resolving Degeneracy in Linear Programming
• A new approach to variable selection in least squares problems
• A new polynomial-time algorithm for linear programming
• An Improved Algorithm for Discrete $l_1 $ Linear Approximation
• An exact primal-dual penalty method approach to warmstarting interior-point methods for linear programming
• An interior-point method for large-scale \(l_1\)-regularized logistic regression
• Characterizing the solution path of multicategory support vector machines
• Component selection and smoothing in multivariate nonparametric regression
• Learning the kernel function via regularization
• Least Absolute Deviations Curve-Fitting
• Least angle regression. (With discussion)
• Linear Programming Techniques for Regression Analysis
• Linear programming. Foundations and extensions
• Model Selection and Estimation in Regression with Grouped Variables
• Multi-category support vector machines, feature selection and solution path
• On the Implementation of a Primal-Dual Interior Point Method
• Parametric objective function. I
• Parametric objective function. II. Generalization
• Pathwise coordinate optimization
• Piecewise linear regularized solution paths
• Quantile regression.
• Regression Quantiles
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Simultaneous Regression Shrinkage, Variable Selection, and Supervised Clustering of Predictors with OSCAR
• Sparsity and Smoothness Via the Fused Lasso
• Structural modelling with sparse kernels
• Structured multicategory support vector machines with analysis of variance decomposition
• Support-vector networks
• The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
• The \(F_{\infty}\)-norm support vector machine
• The composite absolute penalties family for grouped and hierarchical variable selection
• The elements of statistical learning. Data mining, inference, and prediction
• Variable selection for support vector machines via smoothing spline ANOVA

Cited in

(4)

• Piecewise linear solution paths with application to direct weight optimization
• Feature Selection for Ridge Regression with Provable Guarantees
• Multi-parametric solution-path algorithm for instance-weighted support vector machines
• On support vector machines under a multiple-cost scenario

Describes a project that uses

Uses Software

• OSCAR
• SAS
• SAS/STAT
• AS 229

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