Related papers: Multiple Equivalent Solutions for the Lasso

Lasso and other regularization procedures are attractive methods for variable selection, subject to a proper choice of shrinkage parameter. Given a set of potential subsets produced by a regularization algorithm, a consistent model…

Federated Learning (FL) enables multiple resource-constrained edge devices with varying levels of heterogeneity to collaboratively train a global model. However, devices with limited capacity can create bottlenecks and slow down model…

In general, a multi-objective optimization problem does not have a single optimal solution but a set of Pareto optimal solutions, which forms the Pareto front in the objective space. Various evolutionary algorithms have been proposed to…

Many-Objective Feature Selection (MOFS) approaches use four or more objectives to determine the relevance of a subset of features in a supervised learning task. As a consequence, MOFS typically returns a large set of non-dominated…

The increasing momentum of service-oriented architecture has led to the emergence of divergent delivered services, where service selection is meritedly required to obtain the target service fulfilling the requirements from both users and…

Transfer learning techniques aim to leverage information from multiple related datasets to enhance prediction quality against a target dataset. Such methods have been adopted in the context of high-dimensional sparse regression, and some…

Classification with a sparsity constraint on the solution plays a central role in many high dimensional machine learning applications. In some cases, the features can be grouped together so that entire subsets of features can be selected or…

We study the problem of selecting limited features to observe such that models trained on them can perform well simultaneously across multiple subpopulations. This problem has applications in settings where collecting each feature is…

A change point problem occurs in many statistical applications. If there exist change points in a model, it is harmful to make a statistical analysis without any consideration of the existence of the change points and the results derived…

Estimating a prediction function is a fundamental component of many data analyses. The super learner ensemble, a particular implementation of stacking, has desirable theoretical properties and has been used successfully in many…

We propose the variable selection procedure incorporating prior constraint information into lasso. The proposed procedure combines the sample and prior information, and selects significant variables for responses in a narrower region where…

In machine learning one of the strategic tasks is the selection of only significant variables as predictors for the response(s). In this paper an approach is proposed which consists in the application of permutation tests on the candidate…

This paper provides a statistical analysis of high-dimensional batch Reinforcement Learning (RL) using sparse linear function approximation. When there is a large number of candidate features, our result sheds light on the fact that…

A multiple interval-valued linear regression model considering all the cross-relationships between the mids and spreads of the intervals has been introduced recently. A least-squares estimation of the regression parameters has been carried…

High-dimensional datasets depict a challenge for learning tasks in data mining and machine learning. Feature selection is an effective technique in dealing with dimensionality reduction. It is often an essential data processing step prior…

In the most intrusion detection systems (IDS), a system tries to learn characteristics of different type of attacks by analyzing packets that sent or received in network. These packets have a lot of features. But not all of them is required…

Feature selection, as a data preprocessing strategy, has been proven to be effective and efficient in preparing data (especially high-dimensional data) for various data mining and machine learning problems. The objectives of feature…

One main obstacle for the wide use of deep learning in medical and engineering sciences is its interpretability. While neural network models are strong tools for making predictions, they often provide little information about which features…

Standard approaches for variable selection in linear models are not tailored to deal properly with high-dimensional and incomplete data. Currently, methods dedicated to high-dimensional data handle missing values by ad-hoc strategies, like…

Zero-inflated explanatory variables are common in fields such as ecology and finance. In this paper we address the problem of having excess of zero values in some explanatory variables which are subject to multioutcome lasso-regularized…