Proximal Methods for Sparse Optimal Scoring and Discriminant Analysis
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Publication:97534
DOI10.48550/arXiv.1705.07194arXiv1705.07194MaRDI QIDQ97534
Gudmundur Einarsson, Line Clemmensen, Brendan Ames, Summer Atkins, Brendan P. W. Ames, Line Clemmensen, Summer Atkins, Gudmundur Einarsson
Publication date: 19 May 2017
Published in: Advances in Data Analysis and Classification. ADAC (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1705.07194
alternating direction method of multipliers; proximal gradient method; optimal scoring; sparse discriminant analysis
62H30: Classification and discrimination; cluster analysis (statistical aspects)
62J12: Generalized linear models (logistic models)
90C26: Nonconvex programming, global optimization
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