A Multilevel Framework for Sparse Optimization with Application to Inverse Covariance Estimation and Logistic Regression.
Eran TreisterJavier S. TurekIrad YavnehPublished in: SIAM J. Sci. Comput. (2016)
Keyphrases
- logistic regression
- generalized linear models
- support vector
- predictive power
- decision trees
- regression model
- credit scoring
- naive bayes
- loss function
- logistic regression models
- linear support vector machines
- chi square test
- breast cancer
- involving high dimensional data
- data sets
- fold cross validation
- covariance matrix
- probabilistic model
- active learning
- learning algorithm