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Nuclear penalized multinomial regression with an application to predicting at bat outcomes in baseball
We propose the nuclear norm penalty as an alternative to the ridge penalty for regularized multinomial regression. This convex relaxation of reduced-rank multinomial regression has the advantage of leveraging underlying structure among the response categories to make better predictions. We apply our...
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| Gepubliceerd in: | Stat Modelling |
|---|---|
| Hoofdauteurs: | , , |
| Formaat: | Artigo |
| Taal: | Inglês |
| Gepubliceerd in: |
2018
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| Onderwerpen: | |
| Online toegang: | https://ncbi.nlm.nih.gov/pmc/articles/PMC6521856/ https://ncbi.nlm.nih.gov/pubmed/31105469 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1177/1471082X18777669 |
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