相关论文: Exploring elastic net and multivariate regression
Graphical modelling techniques based on sparse selection have been applied to infer complex networks in many fields, including biology and medicine, engineering, finance, and social sciences. One structural feature of some of the networks…
The network Lasso (nLasso) has been proposed recently as an efficient learning algorithm for massive networked data sets (big data over networks). It extends the well-known least absolute shrinkage and selection operator (Lasso) from…
Modern social networks frequently encompass multiple distinct types of connectivity information; for instance, explicitly acknowledged friend relationships might complement behavioral measures that link users according to their actions or…
Conformal prediction is a general method that converts almost any point predictor to a prediction set. The resulting set keeps good statistical properties of the original estimator under standard assumptions, and guarantees valid average…
Least Angle Regression is a promising technique for variable selection applications, offering a nice alternative to stepwise regression. It provides an explanation for the similar behavior of LASSO ($\ell_1$-penalized regression) and…
We consider the estimation of regression models on strata defined using a categorical covariate, in order to identify interactions between this categorical covariate and the other predictors. A basic approach requires the choice of a…
Time-varying systems are a challenge in many scientific and engineering areas. Usually, estimation of time-varying parameters or signals must be performed online, which calls for the development of responsive online algorithms. In this…
In this paper we study newly developed methods for linear elasticity on polyhedral meshes. Our emphasis is on applications of the methods to geological models. Models of subsurface, and in particular sedimentary rocks, naturally lead to…
Researchers in the behavioral and social sciences use linear discriminant analysis (LDA) for predictions of group membership (classification) and for identifying the variables most relevant to group separation among a set of continuous…
We consider the problem of multivariate regression in a setting where the relevant predictors could be shared among different responses. We propose an algorithm which decomposes the coefficient matrix into the product of a long matrix and a…
A functional (lagged) time series regression model involves the regression of scalar response time series on a time series of regressors that consists of a sequence of random functions. In practice, the underlying regressor curve time…
Feature selection is an important and active research area in statistics and machine learning. The Elastic Net is often used to perform selection when the features present non-negligible collinearity or practitioners wish to incorporate…
In real applications of the linear model, the explanatory variables are very often naturally grouped, the most common example being the multivariate variance analysis. In the present paper, a quantile model with structure group is…
Regression is one of the most commonly used statistical techniques. However, testing regression systems is a great challenge because of the absence of test oracle in general. In this paper, we show that Metamorphic Testing is an effective…
In this work we propose a framework for improving the performance of any deep neural network that may suffer from vanishing gradients. To address the vanishing gradient issue, we study a framework, where we insert an intermediate output…
The LASSO is an attractive regularisation method for linear regression that combines variable selection with an efficient computation procedure. This paper is concerned with enhancing the performance of LASSO for square-free hierarchical…
In the context of multiple regression model, suppose that the vector parameter of interest \beta is subjected to lie in the subspace hypothesis H\beta = h, where this restriction is based on either additional information or prior knowledge.…
We present a detailed analysis of the class of regression decision tree algorithms which employ a regulized piecewise-linear node-splitting criterion and have regularized linear models at the leaves. From a theoretic standpoint, based on…
When we are interested in high-dimensional system and focus on classification performance, the $\ell_{1}$-penalized logistic regression is becoming important and popular. However, the Lasso estimates could be problematic when penalties of…
Regression is widely used by practioners across many disciplines. We reformulate the underlying optimisation problem as a second-order conic program providing the flexibility often needed in applications. Using examples from portfolio…