相关论文: Variable selection in linear regression models: ch…

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…

We introduce a new R package, BeSS, for solving the best subset selection problem in linear, logistic and Cox's proportional hazard (CoxPH) models. It utilizes a highly efficient active set algorithm based on primal and dual variables, and…

In high-dimensional data settings where $p\gg n$, many penalized regularization approaches were studied for simultaneous variable selection and estimation. However, with the existence of covariates with weak effect, many existing variable…

Neural networks (NNs) are primarily developed within the frequentist statistical framework. Nevertheless, frequentist NNs lack the capability to provide uncertainties in the predictions, and hence their robustness can not be adequately…

Feature selection is an important problem studied in data analytics seeking to identify a minimal-size feature subset that is optimally predictive for an outcome of interest. It is also a powerful tool in Knowledge Discovery as a means for…

In a linear transformation model, there exists an unknown monotone nonlinear transformation function such that the transformed response variable and the predictor variables satisfy a linear regression model. In this paper, we present CENet,…

Variable selection plays an important role in the high-dimensional data analysis. However the high-dimensional data often induces the strongly correlated variables problem. In this paper, we propose Elastic Net procedure for partially…

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…

Analysis of high-dimensional data has led to increased interest in both single index models (SIMs) and the best-subset selection. SIMs provide an interpretable and flexible modeling framework for high-dimensional data, while the best-subset…

Recommendation systems (RS) aim to provide personalized content, but they face a challenge in unbiased learning due to selection bias, where users only interact with items they prefer. This bias leads to a distorted representation of user…

It is known that the Thresholded Lasso (TL), SCAD or MCP correct intrinsic estimation bias of the Lasso. In this paper we propose an alternative method of improving the Lasso for predictive models with general convex loss functions which…

Variable selection remains a difficult problem, especially for generalized linear mixed models (GLMMs). While some frequentist approaches to simultaneously select joint fixed and random effects exist, primarily through the use of…

Variable selection in linear regression has been a central topic in statistical research for decades. Bayesian variable selection methods, which account for uncertainty in both the regression coefficients and the noise variance, have…

In high-dimensional generalized linear models, it is crucial to identify a sparse model that adequately accounts for response variation. Although the best subset section has been widely regarded as the Holy Grail of problems of this type,…

Along with the desire to address more complex problems, feature selection methods have gained in importance. Feature selection methods can be classified into wrapper method, filter method, and embedded method. Being a powerful embedded…

In high-dimensional sparse regression, would increasing the signal-to-noise ratio while fixing the sparsity level always lead to better model selection? For high-dimensional sparse regression problems, surprisingly, in this paper we answer…

Feature selection (FS) has become an indispensable task in dealing with today's highly complex pattern recognition problems with massive number of features. In this study, we propose a new wrapper approach for FS based on binary…

The performance of machine learning models often relies on large labeled datasets; however, data collected from diverse sources can contain label noise. Recent work has shown that, in noisy settings, there may exist a subset of the training…

The dramatic growth of big datasets presents a new challenge to data storage and analysis. Data reduction, or subsampling, that extracts useful information from datasets is a crucial step in big data analysis. We propose an orthogonal…

We propose a new approach to safe variable preselection in high-dimensional penalized regression, such as the lasso. Preselection - to start with a manageable set of covariates - has often been implemented without clear appreciation of its…