Efficient methods for estimating constrained parameters with applications to regularized (lasso) logistic regression.
Guo-Liang TianMan-Lai TangHong-Bin FangMing TanPublished in: Comput. Stat. Data Anal. (2008)
Keyphrases
- logistic regression
- predictive power
- logistic regression models
- chi square
- logistic model
- linear support vector machines
- support vector
- variable selection
- generalized linear models
- least squares
- nonlinear models
- data mining
- loss function
- linear regression
- data sets
- linear models
- high dimensional
- classification trees
- decision trees
- linear svm
- credit scoring
- feature selection
- classification and regression trees
- learning algorithm
- information retrieval