Multiclass-penalized logistic regression

DOI10.1016/j.csda.2021.107414OpenAlexW4200219333MaRDI QIDQ2076113

Didier Nibbering, Trevor Hastie

Publication date: 18 February 2022

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2021.107414

zbMATH Keywords

multinomial logistic regressionLassoparameter clustering

Mathematics Subject Classification ID

Statistics (62-XX)

Uses Software

• glmnet
• msgl

Cites Work

• Unnamed Item
• Distributed multinomial regression
• Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers
• Pooling states in the multinomial logit model
• Sparse group Lasso and high dimensional multinomial classification
• Variable selection in general multinomial logit models
• Automatic Response Category Combination in Multinomial Logistic Regression
• Model Selection and Estimation in Regression with Grouped Variables