REC: fast sparse regression-based multicategory classification

DOI10.4310/SII.2017.V10.N2.A2MaRDI QIDQ1748630zbMATH OpenOpenAlexWikidataFDO

Authors Chong Zhang, Xiaoling Lu, Zhengyuan Zhu, Yin Hu, Darshan Singh, Corbin Jones, Jinze Liu, Jan F. Prins, Yufeng Liu

Publication date 14 May 2018

Published in Statistics and Its Interface (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4310/sii.2017.v10.n2.a2

zbMATH Keywords

Lassovariable selectionprobability estimationhigh dimensionalitysimplexparallel computing

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Ridge regression; shrinkage estimators (Lasso) (62J07)

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