Another look at linear programming for feature selection via methods of regularization

DOI10.1007/s11222-013-9408-2zbMath1322.90047OpenAlexW1967306940MaRDI QIDQ746339

Yoonkyung Lee, Yonggang Yao

Publication date: 16 October 2015

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11222-013-9408-2

zbMATH Keywords

quantile regressionsimplex methodsupport vector machinesparametric linear programming\(l_1\)-norm penaltygrouped regularizationstructured learning

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear programming (90C05)

Related Items (2)

Multi-parametric solution-path algorithm for instance-weighted support vector machines ⋮ On support vector machines under a multiple-cost scenario

Uses Software

• OSCAR
• SAS
• SAS/STAT
• AS 229

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