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Related papers: Feature selection guided by structural information

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The lasso and elastic net are popular regularized regression models for supervised learning. Friedman, Hastie, and Tibshirani (2010) introduced a computationally efficient algorithm for computing the elastic net regularization path for…

Computation · Statistics 2021-03-08 J. Kenneth Tay , Balasubramanian Narasimhan , Trevor Hastie

Within the framework of statistical learning theory we analyze in detail the so-called elastic-net regularization scheme proposed by Zou and Hastie for the selection of groups of correlated variables. To investigate on the statistical…

Machine Learning · Statistics 2008-07-23 C. De Mol , E. De Vito , L. Rosasco

Much work has been done recently to make neural networks more interpretable, and one obvious approach is to arrange for the network to use only a subset of the available features. In linear models, Lasso (or $\ell_1$-regularized) regression…

Machine Learning · Statistics 2021-06-17 Ismael Lemhadri , Feng Ruan , Louis Abraham , Robert Tibshirani

An important unresolved challenge in the theory of regularization is to set the regularization coefficients of popular techniques like the ElasticNet with general provable guarantees. We consider the problem of tuning the regularization…

Machine Learning · Computer Science 2024-01-17 Maria-Florina Balcan , Mikhail Khodak , Dravyansh Sharma , Ameet Talwalkar

Regularized models are often sensitive to the scales of the features in the data and it has therefore become standard practice to normalize (center and scale) the features before fitting the model. But there are many different ways to…

Machine Learning · Statistics 2025-07-04 Johan Larsson , Jonas Wallin

The elastic-net is among the most widely used types of regularization algorithms, commonly associated with the problem of supervised generalized linear model estimation via penalized maximum likelihood. Its nice properties originate from a…

Machine Learning · Statistics 2020-10-05 Juan C. Laria , Line H. Clemmensen , Bjarne K. Ersbøll

The Lasso regression is a popular regularization method for feature selection in statistics. Prior to computing the Lasso estimator in both linear and generalized linear models, it is common to conduct a preliminary rescaling of the feature…

Methodology · Statistics 2023-11-21 Anant Mathur , Sarat Moka , Zdravko Botev

We propose a novel $\ell_1+\ell_2$-penalty, which we refer to as the Generalized Elastic Net, for regression problems where the feature vectors are indexed by vertices of a given graph and the true signal is believed to be smooth or…

Methodology · Statistics 2025-10-07 Huy Tran , Sansen Wei , Claire Donnat

LASSO regularization is a popular regression tool to enhance the prediction accuracy of statistical models by performing variable selection through the $\ell_1$ penalty, initially formulated for the linear model and its variants. In this…

Machine Learning · Computer Science 2023-05-09 Gen Li , Ganghua Wang , Jie Ding

Regularization techniques such as the lasso (Tibshirani 1996) and elastic net (Zou and Hastie 2005) can be used to improve regression model coefficient estimation and prediction accuracy, as well as to perform variable selection. Ordinal…

Computation · Statistics 2022-09-05 Michael J. Wurm , Paul J. Rathouz , Bret M. Hanlon

We apply the network Lasso to solve binary classification and clustering problems for network-structured data. To this end, we generalize ordinary logistic regression to non-Euclidean data with an intrinsic network structure. The resulting…

Machine Learning · Computer Science 2018-08-15 Henrik Ambos , Nguyen Tran , Alexander Jung

We introduce Renet, a principled generalization of the Relaxed Lasso to the Elastic Net family of estimators. While, on the one hand, $\ell_1$-regularization is a standard tool for variable selection in high-dimensional regimes and, on the…

Methodology · Statistics 2026-02-12 Albert Dorador

This paper investigates and extends the computationally attractive nonparametric random coefficients estimator of Fox, Kim, Ryan, and Bajari (2011). We show that their estimator is a special case of the nonnegative LASSO, explaining its…

Econometrics · Economics 2019-09-20 Florian Heiss , Stephan Hetzenecker , Maximilian Osterhaus

Feature selection is important in data representation and intelligent diagnosis. Elastic net is one of the most widely used feature selectors. However, the features selected are dependant on the training data, and their weights dedicated…

Machine Learning · Computer Science 2021-01-01 Shaode Yu , Haobo Chen , Hang Yu , Zhicheng Zhang , Xiaokun Liang , Wenjian Qin , Yaoqin Xie , Ping Shi

Regularized regression techniques for linear regression have been created the last few ten years to reduce the flaws of ordinary least squares regression with regard to prediction accuracy. In this paper, new methods for using regularized…

Machine Learning · Computer Science 2013-12-13 Doreswamy , Chanabasayya . M. Vastrad

Feature selection has evolved to be an important step in several machine learning paradigms. In domains like bio-informatics and text classification which involve data of high dimensions, feature selection can help in drastically reducing…

Machine Learning · Computer Science 2019-04-23 Nand Sharma , Prathamesh Verlekar , Rehab Ashary , Sui Zhiquan

Lasso, or $\ell^1$ regularized least squares, has been explored extensively for its remarkable sparsity properties. It is shown in this paper that the solution to Lasso, in addition to its sparsity, has robustness properties: it is the…

Information Theory · Computer Science 2008-11-13 Huan Xu , Constantine Caramanis , Shie Mannor

Many regularization priors for Bayesian regression assume the regression coefficients are a priori independent. In particular this is the case for standard Bayesian treatments of the lasso and the elastic net. While independence may be…

Methodology · Statistics 2026-01-01 Christopher M. Hans , Ningyi Liu

Recurrent stochastic configuration networks (RSCNs) have shown great potential in modelling nonlinear dynamic systems with uncertainties. This paper presents an RSCN with hybrid regularization to enhance both the learning capacity and…

Machine Learning · Computer Science 2024-12-03 Gang Dang , Dianhui Wang

In this paper, we study norm-based regularization methods for neural networks. We compare existing penalization approaches and introduce two regularization strategies that extend classical ridge- and lasso-type penalties to neural network…

Machine Learning · Statistics 2026-05-04 Muhammad Qasim , Farrukh Javed
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