An efficient algorithm for weak hierarchical lasso
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Summary
This paper proposes to directly solve the non-convex weak hierarchical Lasso by making use of the GIST (General Iterative Shrinkage and Thresholding) optimization framework which has been shown to be efficient for solving non-convex sparse formulations.
- Type
- article
- Published
- 2014-08-24
- Cited by
- 11
- References
- 33
- OpenAlex
- https://openalex.org/W1989087436
- Semantic Scholar
- https://api.semanticscholar.org/CorpusID:14301763
Keywords
Lasso (programming language), Computer science, Algorithm, Operator (biology), Convex optimization
References
- Introduction to Linear Regression Analysis, Solutions Manual (Wiley Series in Probability and Statistics)
- SPARSE GENERALIZED FUNCTIONAL LINEAR MODEL FOR PREDICTING REMISSION STATUS OF DEPRESSION PATIENTS
- The Elements of Statistical Learning: Data Mining, Inference, and Prediction
- Sparse Principal Component Analysis
- Organizational commitment, turnover and absenteeism: An examination of direct and interaction effects
- The composite absolute penalties family for grouped and hierarchical variable selection
- Interactions between BDNF Val66Met polymorphism and early life stress predict brain and arousal pathways to syndromal depression and anxiety
- Probing three-way interactions in moderated multiple regression: development and application of a slope difference test.
- Structured variable selection and estimation
- Modeling disease progression via multi-task learning
- Gene–environment interaction analysis of serotonin system markers with adolescent depression
- A LASSO FOR HIERARCHICAL INTERACTIONS
- Sparse learning and stability selection for predicting MCI to AD conversion using baseline ADNI data
- Derivation of a New ADAS-cog Composite Using Tree-based Multivariate Analysis: Prediction of Conversion From Mild Cognitive Impairment to Alzheimer Disease
- Hierarchical Interactions Model for Predicting Mild Cognitive Impairment (MCI) to Alzheimer's Disease (AD) Conversion
- Organizational Commitment
- Variable Selection Using Adaptive Nonlinear Interaction Structures in High Dimensions
- Mild cognitive impairment clinical trials
- Variable Selection With the Strong Heredity Constraint and Its Oracle Property
- Structural MRI Biomarkers for Preclinical and Mild Alzheimer's Disease
Cited by
- Multi-Task Feature Interaction Learning
- Generalized Hierarchical Sparse Model for Arbitrary-Order Interactive Antigenic Sites Identification in Flu Virus Data
- Weakly hierarchical lasso based learning to rank in best answer prediction
- Finding needles of interested tweets in the haystack of Twitter network
- Feature Interaction Augmented Sparse Learning for Fast Kinect Motion Detection
- Orthogonal variance decomposition based feature selection
- Sparse Tensor Decomposition for Multi-task Interaction Selection
- A novel machine learning algorithm for large measurement range of quadrant photodetector
- Strongly Hierarchical Factorization Machines and ANOVA Kernel Regression
- Exploiting Hierarchical Structures for Unsupervised Feature Selection
- Unsupervised Hierarchical Feature Selection on Networked Data
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