Sparse regression over clusters: SparClur

DOI10.1007/S11590-021-01770-9MaRDI QIDQ2115306zbMATH OpenOpenAlexWikidataFDO

Authors Jack Dunn, L. Kapelevich, Rebecca Zhang, Dimitris Bertsimas

Publication date 15 March 2022

Published in Optimization Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11590-021-01770-9

zbMATH Keywords

regressionpersonalized medicineprediction treesinteger optimization

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Integer programming (90C10)

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Cites work

• scientific article; zbMATH DE number 3860199 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• An outer-approximation algorithm for a class of mixed-integer nonlinear programs
• Best subset selection via a modern optimization lens
• Characterization of the equivalence of robustification and regularization in linear and matrix regression
• JuMP: a modeling language for mathematical optimization
• Julia: a fresh approach to numerical computing
• Sparse classification: a scalable discrete optimization perspective
• Sparse high-dimensional regression: exact scalable algorithms and phase transitions

Cited in

(6)

• Supersparse linear integer models for optimized medical scoring systems
• Sparse convex optimization toolkit: a mixed-integer framework
• Discussion of ``Correlated variables in regression: clustering and sparse estimation
• Integer constraints for enhancing interpretability in linear regression
• SparClur
• On sparse ensemble methods: an application to short-term predictions of the evolution of COVID-19

Describes a project that uses

Uses Software

• R
• Julia
• JuMP
• GitHub
• GLMNet.jl

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