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Learning interactions via hierarchical group-lasso regularization

We introduce a method for learning pairwise interactions in a linear regression or logistic regression model in a manner that satisfies strong hierarchy: whenever an interaction is estimated to be nonzero, both its associated main effects are also included in the model. We motivate our approach by m...

Disgrifiad llawn

Wedi'i Gadw mewn:
Manylion Llyfryddiaeth
Cyhoeddwyd yn:J Comput Graph Stat
Prif Awduron: Lim, Michael, Hastie, Trevor
Fformat: Artigo
Iaith:Inglês
Cyhoeddwyd: 2015
Pynciau:
Mynediad Ar-lein:https://ncbi.nlm.nih.gov/pmc/articles/PMC4706754/
https://ncbi.nlm.nih.gov/pubmed/26759522
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1080/10618600.2014.938812
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