Vanilla Lasso for sparse classification under single index models
Statistics Theory
2015-12-22 v2 Statistics Theory
Abstract
This paper study sparse classification problems. We show that under single-index models, vanilla Lasso could give good estimate of unknown parameters. With this result, we see that even if the model is not linear, and even if the response is not continuous, we could still use vanilla Lasso to train classifiers. Simulations confirm that vanilla Lasso could be used to get a good estimation when data are generated from a logistic regression model.
Cite
@article{arxiv.1512.00133,
title = {Vanilla Lasso for sparse classification under single index models},
author = {Jiyi Liu and Jinzhu Jia},
journal= {arXiv preprint arXiv:1512.00133},
year = {2015}
}