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

DOI10.1007/S11222-013-9408-2zbMATH Open1322.90047OpenAlexW1967306940MaRDI QIDQ746339FDOQ746339

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

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quantile regression support vector machines simplex method parametric linear programming $l_1$-norm penalty grouped regularization structured learning

Mathematics Subject Classification ID

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

Cites Work

Simultaneous Regression Shrinkage, Variable Selection, and Supervised Clustering of Predictors with OSCAR
The elements of statistical learning. Data mining, inference, and prediction
Linear programming. Foundations and extensions
Least angle regression. (With discussion)
Pathwise coordinate optimization
Title not available (Why is that?)
Regression Quantiles
Title not available (Why is that?)
Title not available (Why is that?)
Support-vector networks
The Dantzig selector: statistical estimation when $p$ is much larger than $n$. (With discussions and rejoinder).
Quantile regression.
On the Implementation of a Primal-Dual Interior Point Method
Sparsity and Smoothness Via the Fused Lasso
Model Selection and Estimation in Regression with Grouped Variables
Ridge Regression: Biased Estimation for Nonorthogonal Problems
Title not available (Why is that?)
A new polynomial-time algorithm for linear programming
Piecewise linear regularized solution paths
Title not available (Why is that?)
L 1-Regularization Path Algorithm for Generalized Linear Models
The composite absolute penalties family for grouped and hierarchical variable selection
Linear Programming Techniques for Regression Analysis
Title not available (Why is that?)
A new approach to variable selection in least squares problems
Component selection and smoothing in multivariate nonparametric regression
Variable selection for support vector machines via smoothing spline ANOVA
Structural modelling with sparse kernels
Title not available (Why is that?)
An exact primal-dual penalty method approach to warmstarting interior-point methods for linear programming
Title not available (Why is that?)
A New Unblocking Technique to Warmstart Interior Point Methods Based on Sensitivity Analysis
Learning the kernel function via regularization
Title not available (Why is that?)
Multi-category support vector machines, feature selection and solution path
Title not available (Why is that?)
Parametric Objective Function (Part 1)
An Improved Algorithm for Discrete $l_1 $ Linear Approximation
An interior-point method for large-scale $l_1$-regularized logistic regression
The $F_{\infty}$-norm support vector machine
Title not available (Why is that?)
Parametric Objective Function (Part 2)—Generalization
Structured multicategory support vector machines with analysis of variance decomposition
A Technique for Resolving Degeneracy in Linear Programming
Least Absolute Deviations Curve-Fitting
Title not available (Why is that?)
Characterizing the solution path of multicategory support vector machines

Cited In (4)

On support vector machines under a multiple-cost scenario
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

Uses Software

OSCAR
SAS
SAS/STAT
AS 229

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