Feature subset selection for the multinomial logit model via mixed-integer optimization.
Shunsuke KamiyaRyuhei MiyashiroYuichi TakanoPublished in: AISTATS (2019)
Keyphrases
- logit model
- feature subset selection
- mixed integer
- quadratic program
- lot sizing
- linear program
- feature selection
- convex hull
- feasible solution
- optimization algorithm
- optimization problems
- optimal solution
- feature subset
- selection algorithm
- optimization method
- continuous variables
- linear programming
- bidding strategies
- multistage
- differential evolution
- lower bound
- computational complexity