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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,...
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| Veröffentlicht in: | Ann Stat |
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| Hauptverfasser: | , , |
| Format: | Artigo |
| Sprache: | Inglês |
| Veröffentlicht: |
2013
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| Schlagworte: | |
| Online Zugang: | 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 |
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