Regression with adaptive Lasso and correlation based penalty

DOI10.1016/j.apm.2021.12.016zbMath1505.62492OpenAlexW4200143903MaRDI QIDQ2109879

Xian-Yu Zuo, Yadi Wang, Minghu Fan, Wen-bo Zhang, Baojun Qiao, Bingbing Jiang, Qiang Ge

Publication date: 21 December 2022

Published in: Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apm.2021.12.016

zbMATH Keywords

classificationmutual informationfeature selectionadaptive logistic regressioncorrelation based penalty

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Classification and discrimination; cluster analysis (statistical aspects) (62H30)

Uses Software

• glasso

Cites Work

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