Cost-Sensitive Best Subset Selection for Logistic Regression: A Mixed-Integer Conic Optimization Perspective.
Ricardo KnauerErik RodnerPublished in: CoRR (2023)
Keyphrases
- logistic regression
- cost sensitive
- mixed integer
- subset selection
- naive bayes
- feature selection
- misclassification costs
- decision trees
- cost sensitive learning
- multi class
- classification accuracy
- linear program
- text classification
- lot sizing
- class distribution
- probability estimates
- training data
- continuous variables
- optimal solution
- text categorization
- support vector
- bayesian networks
- convex hull
- feasible solution
- optimization problems
- linear programming
- support vector machine
- objective function
- cross validation
- evolutionary algorithm
- training set
- np hard
- active learning