載入...
A LASSO FOR HIERARCHICAL INTERACTIONS
We add a set of convex constraints to the lasso to produce sparse interaction models that honor the hierarchy restriction that an interaction only be included in a model if one or both variables are marginally important. We give a precise characterization of the effect of this hierarchy constraint,...
Na minha lista:
| 發表在: | Ann Stat |
|---|---|
| Main Authors: | , , |
| 格式: | Artigo |
| 語言: | Inglês |
| 出版: |
2013
|
| 主題: | |
| 在線閱讀: | https://ncbi.nlm.nih.gov/pmc/articles/PMC4527358/ https://ncbi.nlm.nih.gov/pubmed/26257447 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1214/13-AOS1096 |
| 標簽: |
添加標簽
沒有標簽, 成為第一個標記此記錄!
|