A Concave Conjugate Approach for Nonconvex Penalized Regression with the MCP Penalty.
Shubao ZhangHui QianWei ChenZhihua ZhangPublished in: AAAI (2013)
Keyphrases
- objective function
- regression function
- model selection
- regression model
- least squares
- convex functions
- linear regression
- optimization problems
- regression algorithm
- cost function
- piecewise linear
- constrained optimization
- maximum likelihood
- regression problems
- linear programming
- gaussian processes
- penalty function
- polynomial regression
- regression analysis
- global optimization
- regression method
- lower bound
- gaussian process regression
- neural network
- support vector regression
- penalty term
- ridge regression
- simple linear
- cross validation
- evolutionary algorithm
- canonical correlation analysis
- stationary points
- genetic algorithm
- dynamic programming
- locally weighted