相关论文: Regularization and Model Selection for Ordinal-on-…

Regularization techniques such as the lasso (Tibshirani 1996) and elastic net (Zou and Hastie 2005) can be used to improve regression model coefficient estimation and prediction accuracy, as well as to perform variable selection. Ordinal…

Ordinal regression is a classification task where classes have an order and prediction error increases the further the predicted class is from the true class. The standard approach for modeling ordinal data involves fitting parallel…

Discrete but ordered covariates are quite common in applied statistics, and some regularized fitting procedures have been proposed for proper handling of ordinal predictors in statistical modeling. In this study, we show how quadratic…

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,…

Within the statistical and machine learning literature, regularization techniques are often used to construct sparse (predictive) models. Most regularization strategies only work for data where all predictors are treated identically, such…

Ordered categorical data frequently arise in the analysis of biomedical, agricultural, and social sciences data. The logistic regression model is attractive in analyzing ordered categorical data because of its use in interpretation of a…

Penalized logistic regression is extremely useful for binary classification with large number of covariates (higher than the sample size), having several real life applications, including genomic disease classification. However, the…

Categorical regressor variables are usually handled by introducing a set of indicator variables, and imposing a linear constraint to ensure identifiability in the presence of an intercept, or equivalently, using one of various coding…

We propose an approach for fitting linear regression models that splits the set of covariates into groups. The optimal split of the variables into groups and the regularized estimation of the regression coefficients are performed by…

Sparsity-inducing penalties are useful tools for variable selection and they are also effective for regression settings where the data are functions. We consider the problem of selecting not only variables but also decision boundaries in…

Integrating the outputs of multiple classifiers via combiners or meta-learners has led to substantial improvements in several difficult pattern recognition problems. In the typical setting investigated till now, each classifier is trained…

Categorical predictors are omnipresent in everyday regression practice: in fact, most regression data involve some categorical predictors, and this tendency is increasing in modern applications with more complex structures and larger data…

This article introduces lassopack, a suite of programs for regularized regression in Stata. lassopack implements lasso, square-root lasso, elastic net, ridge regression, adaptive lasso and post-estimation OLS. The methods are suitable for…

Ordinal measurements are common outcomes in studies within psychology, as well as in the social and behavioral sciences. Choosing an appropriate regression model for analysing such data poses a difficult task. This paper aims to facilitate…

We consider the problem of variable selection when the response is ordinal, that is an ordered categorical variable. In particular, we are interested in selecting quantitative explanatory variables linked with the ordinal response variable…

Ordinal regression (OR, also called ordinal classification) is classification of ordinal data, in which the underlying target variable is categorical and considered to have a natural ordinal relation for the underlying explanatory variable.…

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…

Most classification methods provide either a prediction of class membership or an assessment of class membership probability. In the case of two-group classification the predicted probability can be described as "risk" of belonging to a…

High-dimensional regression often suffers from heavy-tailed noise and outliers, which can severely undermine the reliability of least-squares based methods. To improve robustness, we adopt a non-smooth Wilcoxon score based rank objective…

Regularized regression approaches such as the Lasso have been widely adopted for constructing sparse linear models in high-dimensional datasets. A complexity in fitting these models is the tuning of the parameters which control the level of…