Inference for the Case Probability in High-dimensional Logistic Regression.
Zijian GuoPrabrisha RakshitDaniel S. HermanJinbo ChenPublished in: J. Mach. Learn. Res. (2021)
Keyphrases
- logistic regression
- generalized linear models
- high dimensional
- predictive power
- support vector
- decision trees
- credit scoring
- class membership probabilities
- chi square
- breast cancer
- odds ratio
- loss function
- logistic regression models
- fold cross validation
- belief nets
- logistic model
- feature space
- linear support vector machines
- chi square test
- classification trees
- probability distribution
- naive bayes
- low dimensional
- dimensionality reduction
- probability estimates
- class membership
- variable selection
- belief networks
- training set
- nearest neighbor