Majorization minimization by coordinate descent for concave penalized generalized linear models.

Dingfeng Jiang Jian Huang

Published in: Stat. Comput. (2014)

Keyphrases

generalized linear models
logistic regression
objective function
loss function
regression model
least squares
linear regression
decision trees
convex functions
support vector
regression methods
model selection
naive bayes
maximum likelihood
classification accuracy
high dimensional
training data