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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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Detalles Bibliográficos
Publicado en:Stat Modelling
Autores principales: Powers, Scott, Hastie, Trevor, Tibshirani, Robert
Formato: Artigo
Lenguaje:Inglês
Publicado: 2018
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Acceso en línea: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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