Tuning parameter calibration for \(\ell_1\)-regularized logistic regression

DOI10.1016/j.jspi.2019.01.006zbMath1422.62259arXiv1610.00207OpenAlexW2912633762MaRDI QIDQ2317308

Wei Li, Johannes Lederer

Publication date: 9 August 2019

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1610.00207

zbMATH Keywords

classificationfeature selectionpenalized logistic regressiontuning parameter calibration

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Generalized linear models (logistic models) (62J12)

Related Items

Tuning-free ridge estimators for high-dimensional generalized linear models ⋮ Weighted Lasso estimates for sparse logistic regression: non-asymptotic properties with measurement errors

Uses Software

• R
• glmnet

Cites Work

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