Sparse principal component regression with adaptive loading
From MaRDI portal
Abstract: Principal component regression (PCR) is a two-stage procedure that selects some principal components and then constructs a regression model regarding them as new explanatory variables. Note that the principal components are obtained from only explanatory variables and not considered with the response variable. To address this problem, we propose the sparse principal component regression (SPCR) that is a one-stage procedure for PCR. SPCR enables us to adaptively obtain sparse principal component loadings that are related to the response variable and select the number of principal components simultaneously. SPCR can be obtained by the convex optimization problem for each of parameters with the coordinate descent algorithm. Monte Carlo simulations and real data analyses are performed to illustrate the effectiveness of SPCR.
Recommendations
- Adaptive sparse regression
- Principal component-guided sparse regression
- Sparse principal component regression for generalized linear models
- Sparse principal component regression via singular value decomposition approach
- Sparse PCA: optimal rates and adaptive estimation
- Sparse principal component analysis subject to prespecified cardinality of loadings
- Adaptive Lasso for sparse high-dimensional regression models
- Sparse Partial Least Squares Regression for Simultaneous Dimension Reduction and Variable Selection
- Adaptive variable selection in nonparametric sparse regression
- Sparse principal component analysis via regularized low rank matrix approximation
Cites work
- scientific article; zbMATH DE number 5668400 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- A Statistical View of Some Chemometrics Regression Tools
- A coordinate descent MM algorithm for fast computation of sparse logistic PCA
- A penalized maximum likelihood approach to sparse factor analysis
- Functional Principal Component Regression and Functional Partial Least Squares
- Kernel PCA for feature extraction and de-noising in nonlinear regression
- Least angle regression. (With discussion)
- New estimation and feature selection methods in mixture-of-experts models
- Prediction by Supervised Principal Components
- Regularization and Variable Selection Via the Elastic Net
- Regularized partial least squares with an application to NMR spectroscopy
- Rotation to simple loadings using component loss functions: the oblique case
- Sparse Partial Least Squares Regression for Simultaneous Dimension Reduction and Variable Selection
- Sparse logistic principal components analysis for binary data
- Sparse reduced-rank regression for simultaneous dimension reduction and variable selection
- The Adaptive Lasso and Its Oracle Properties
- The GIC for model selection: A hypothesis testing approach
Cited in
(14)- Hierarchical clustered multiclass discriminant analysis via cross-validation
- Fast deflation sparse principal component analysis via subspace projections
- Bayesian principal component regression with data-driven component selection
- Sparse factor regression via penalized maximum likelihood estimation
- Sparse principal component regression via singular value decomposition approach
- Machine learning-based surrogate modeling for data-driven optimization: a comparison of subset selection for regression techniques
- Optimization problems for machine learning: a survey
- Sketching for principal component regression
- Sparse principal component regression for generalized linear models
- Interpretable Sparse Proximate Factors for Large Dimensions
- Estimation and visualization of heterogeneous treatment effects for multiple outcomes
- Principal component-guided sparse regression
- Principal component selection via adaptive regularization method and generalized information criterion
- Performances of some high dimensional regression methods: sparse principal component regression
This page was built for publication: Sparse principal component regression with adaptive loading
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1663268)
