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Radiogenomics is an emerging field in cancer research that combines medical imaging data with genomic data to predict patients clinical outcomes. In this paper, we propose a multivariate sparse group lasso joint model to integrate imaging…

Methodology · Statistics 2022-06-06 Tiantian Zeng , Md Selim , Jie Zhang , Arnold Stromberg , Jin Chen , Chi Wang

We consider the problem of identifying significant predictors in large data bases, where the response variable depends on the linear combination of explanatory variables through an unknown link function, corrupted with the noise from the…

Methodology · Statistics 2019-11-19 Wojciech Rejchel , Malgorzata Bogdan

This paper proposes a novel method for model selection in linear regression by utilizing the solution path of $\ell_1$ regularized least-squares (LS) approach (i.e., Lasso). This method applies the complex-valued least angle regression and…

Methodology · Statistics 2018-06-20 Muhammad Naveed Tabassum , Esa Ollila

In this paper, we introduce Adaptive Cluster Lasso(ACL) method for variable selection in high dimensional sparse regression models with strongly correlated variables. To handle correlated variables, the concept of clustering or grouping…

Machine Learning · Statistics 2016-03-14 Niharika Gauraha , Swapan K. Parui

Lasso regression is a widely employed approach within the $\ell_1$ regularization framework used to promote sparsity and recover piecewise smooth signals $f:[a,b) \rightarrow \mathbb{R}$ when the given observations are obtained from noisy,…

Numerical Analysis · Mathematics 2025-07-01 Yao Xiao , Anne Gelb , Aditya Viswanathan

In text classification tasks, models often rely on spurious correlations for predictions, incorrectly associating irrelevant features with the target labels. This issue limits the robustness and generalization of models, especially when…

Machine Learning · Computer Science 2025-02-04 Yuqing Zhou , Ziwei Zhu

Lasso is a popular and efficient approach to simultaneous estimation and variable selection in high-dimensional regression models. In this paper, a robust LAD-lasso method for multiple outcomes is presented that addresses the challenges of…

Methodology · Statistics 2022-12-02 Jyrki Möttönen , Tero Lähderanta , Janne Salonen , Mikko J. Sillanpää

High-dimensional linear regression is a fundamental tool in modern statistics, particularly when the number of predictors exceeds the sample size. The classical Lasso, which relies on the squared loss, performs well under Gaussian noise…

Methodology · Statistics 2025-06-10 The Tien Mai

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

This paper presents an innovative approach to dimensionality reduction and feature extraction in high-dimensional datasets, with a specific application focus on wood surface defect detection. The proposed framework integrates sparse…

Machine Learning · Computer Science 2024-10-01 Harish Neelam , Koushik Sai Veerella , Souradip Biswas

We formulate the sparse classification problem of $n$ samples with $p$ features as a binary convex optimization problem and propose a cutting-plane algorithm to solve it exactly. For sparse logistic regression and sparse SVM, our algorithm…

Optimization and Control · Mathematics 2025-01-08 Dimitris Bertsimas , Jean Pauphilet , Bart Van Parys

Operational hazards in Manufacturing Industrial Internet (MII) systems generate severe data outliers that cripple traditional statistical analysis. This paper proposes a novel robust regression method, DPD-Lasso, which integrates Density…

Applications · Statistics 2026-05-12 Yu Wang , Ran Jin , Lulu Kang

We consider the least-square linear regression problem with regularization by the $\ell^1$-norm, a problem usually referred to as the Lasso. In this paper, we first present a detailed asymptotic analysis of model consistency of the Lasso in…

Machine Learning · Computer Science 2009-01-22 Francis Bach

In this paper, we introduce ``UniLasso'' -- a novel statistical method for sparse regression. This two-stage approach preserves the signs of the univariate coefficients and leverages their magnitude. Both of these properties are attractive…

Methodology · Statistics 2025-06-26 Sourav Chatterjee , Trevor Hastie , Robert Tibshirani

Sparse logistic regression is for classification and feature selection simultaneously. Although many studies have been done to solve $\ell_1$-regularized logistic regression, there is no equivalently abundant work on solving sparse logistic…

Machine Learning · Computer Science 2023-10-13 Mengyuan Zhang , Kai Liu

The Lasso is an attractive technique for regularization and variable selection for high-dimensional data, where the number of predictor variables $p_n$ is potentially much larger than the number of samples $n$. However, it was recently…

Statistics Theory · Mathematics 2009-03-02 Nicolai Meinshausen , Bin Yu

In statistical machine learning, kernel methods allow to consider infinite dimensional feature spaces with a computational cost that only depends on the number of observations. This is usually done by solving an optimization problem…

Optimization and Control · Mathematics 2019-01-17 Guillaume Garrigos , Lorenzo Rosasco , Silvia Villa

Nonconvex penalty methods for sparse modeling in linear regression have been a topic of fervent interest in recent years. Herein, we study a family of nonconvex penalty functions that we call the trimmed Lasso and that offers exact control…

Methodology · Statistics 2017-08-16 Dimitris Bertsimas , Martin S. Copenhaver , Rahul Mazumder

In high dimension, it is customary to consider Lasso-type estimators to enforce sparsity. For standard Lasso theory to hold, the regularization parameter should be proportional to the noise level, yet the latter is generally unknown in…

Machine Learning · Statistics 2017-10-19 Mathurin Massias , Olivier Fercoq , Alexandre Gramfort , Joseph Salmon

The lasso and related sparsity inducing algorithms have been the target of substantial theoretical and applied research. Correspondingly, many results are known about their behavior for a fixed or optimally chosen tuning parameter specified…

Statistics Theory · Mathematics 2016-06-23 Darren Homrighausen , Daniel J. McDonald