Efficient Experimental Design for Regularized Linear Models
Methodology
2021-04-06 v1
Abstract
Regularized linear models, such as Lasso, have attracted great attention in statistical learning and data science. However, there is sporadic work on constructing efficient data collection for regularized linear models. In this work, we propose an experimental design approach, using nearly orthogonal Latin hypercube designs, to enhance the variable selection accuracy of the regularized linear models. Systematic methods for constructing such designs are presented. The effectiveness of the proposed method is illustrated with several examples.
Keywords
Cite
@article{arxiv.2104.01673,
title = {Efficient Experimental Design for Regularized Linear Models},
author = {C. Devon Lin and Peter Chien and Xinwei Deng},
journal= {arXiv preprint arXiv:2104.01673},
year = {2021}
}