Nonparametric additive model with grouped lasso and maximizing area under the ROC curve.
Sungwoo ChoiJunyong ParkPublished in: Comput. Stat. Data Anal. (2014)
Keyphrases
- additive model
- monte carlo simulation
- linear model
- least squares
- data driven
- variable selection
- feature selection
- monte carlo
- nonparametric regression
- linear regression
- sparse representation
- model selection
- cross validation
- false positive rate
- ridge regression
- density estimation
- group lasso
- roc curve
- elastic net
- multi task
- receiver operating characteristic
- class distribution
- statistical methods
- sample size
- three dimensional