相关论文: Group Variable Selection via a Hierarchical Lasso …

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…

Feature selection is important in many big data applications. Two critical challenges closely associate with big data. Firstly, in many big data applications, the dimensionality is extremely high, in millions, and keeps growing. Secondly,…

Penalized regression methods, such as lasso and elastic net, are used in many biomedical applications when simultaneous regression coefficient estimation and variable selection is desired. However, missing data complicates the…

Relevant methods of variable selection have been proposed in model-based clustering and classification. These methods are making use of backward or forward procedures to define the roles of the variables. Unfortunately, these stepwise…

Variable selection is a challenging problem in high-dimensional sparse learning, especially when group structures exist. Group SLOPE performs well for the adaptive selection of groups of predictors. However, the block non-separable group…

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…

The group Lasso is an extension of the Lasso for feature selection on (predefined) non-overlapping groups of features. The non-overlapping group structure limits its applicability in practice. There have been several recent attempts to…

In this paper, we are concerned with regression problems where covariates can be grouped in nonoverlapping blocks, and where only a few of them are assumed to be active. In such a situation, the group Lasso is an at- tractive method for…

Forward-backward selection is one of the most basic and commonly-used feature selection algorithms available. It is also general and conceptually applicable to many different types of data. In this paper, we propose a heuristic that…

Factor analysis provides linear factors that describe relationships between individual variables of a data set. We extend this classical formulation into linear factors that describe relationships between groups of variables, where each…

Nowadays, several data analysis problems require for complexity reduction, mainly meaning that they target at removing the non-influential covariates from the model and at delivering a sparse model. When categorical covariates are present,…

Selective inference methods are developed for group lasso estimators for use with a wide class of distributions and loss functions. The method includes the use of exponential family distributions, as well as quasi-likelihood modeling for…

In this paper, we consider a Bayesian bi-level variable selection problem in high-dimensional regressions. In many practical situations, it is natural to assign group membership to each predictor. Examples include that genetic variants can…

We give oracle inequalities on procedures which combines quantization and variable selection via a weighted Lasso $k$-means type algorithm. The results are derived for a general family of weights, which can be tuned to size the influence of…

Group model selection is the problem of determining a small subset of groups of predictors (e.g., the expression data of genes) that are responsible for majority of the variation in a response variable (e.g., the malignancy of a tumor).…

We consider the problem of model selection when grouping structure is inherent within the regressors. Using a Bayesian approach, we model the mean vector by a one-group global-local shrinkage prior belonging to a broad class of such priors…

A structured variable selection problem is considered in which the covariates, divided into predefined groups, activate according to sparse patterns with few nonzero entries per group. Capitalizing on the concept of atomic norm, a composite…

In the context of a linear model with a sparse coefficient vector, exponential weights methods have been shown to be achieve oracle inequalities for prediction. We show that such methods also succeed at variable selection and estimation…

We develop tools for selective inference in the setting of group sparsity, including the construction of confidence intervals and p-values for testing selected groups of variables. Our main technical result gives the precise distribution of…

Standard approaches to tackle high-dimensional supervised classification problem often include variable selection and dimension reduction procedures. The novel methodology proposed in this paper combines clustering of variables and feature…