A fast tracking algorithm for generalized LARS/LASSO

被引：20
|
作者：
Keerthi, S. Sathiya
Shevade, Shirish
机构：
[1] Yahoo Res, Burbank, CA 91504 USA
[2] Indian Inst Sci, Dept Comp Sci & Automat, Bangalore 560012, Karnataka, India
来源：
IEEE TRANSACTIONS ON NEURAL NETWORKS | 2007年 / 18卷 / 06期
关键词：
generalized Least Angle Regression (LARS); Least Absolute Shrinkage and Selection Operator (LASSO); sparse logistic regression;
D O I：
10.1109/TNN.2007.900229
中图分类号：
TP18 [人工智能理论];
学科分类号：
081104 ; 0812 ; 0835 ; 1405 ;
摘要：
This letter gives an efficient algorithm for tracking the solution curve of sparse logistic regression With respect to the L I regularization parameter. The algorithm is based on approximating the logistic regression loss by a piecewise quadratic function, using Rosset and Zhu's path tracking algorithm on the approximate problem, and then applying a correction to get to the true path. Application of the algorithm to text classification and sparse kernel logistic regression shows that the algorithm is efficient.
引用
收藏
页码：1826 / 1830
页数：5
相关论文
共 50 条
  • [31] Vehicle Tracking using Modified Fast Compressive Tracking Algorithm
    Mekkayil, Lasitha
    Ramasangu, Hariharan
    2017 IEEE REGION 10 INTERNATIONAL SYMPOSIUM ON TECHNOLOGIES FOR SMART CITIES (IEEE TENSYMP 2017), 2017,
  • [32] A modified generalized lasso algorithm to detect local spatial clusters for count data
    Hosik Choi
    Eunjung Song
    Seung-sik Hwang
    Woojoo Lee
    AStA Advances in Statistical Analysis, 2018, 102 : 537 - 563
  • [33] A modified generalized lasso algorithm to detect local spatial clusters for count data
    Choi, Hosik
    Song, Eunjung
    Hwang, Seung-sik
    Lee, Woojoo
    ASTA-ADVANCES IN STATISTICAL ANALYSIS, 2018, 102 (04) : 537 - 563
  • [34] A new fast and accurate BF algorithm for tracking fast targets
    Zhang, Jingmei
    Xibei Gongye Daxue Xuebao/Journal of Northwestern Polytechnical University, 2010, 28 (01): : 47 - 50
  • [35] Generalized YAST algorithm for signal subspace tracking
    Arjomandi-Lari, Mostafa
    Karimi, Mahmood
    SIGNAL PROCESSING, 2015, 117 : 82 - 95
  • [36] Kernelized LARS–LASSO for constructing radial basis function neural networks
    Quan Zhou
    Shiji Song
    Cheng Wu
    Gao Huang
    Neural Computing and Applications, 2013, 23 : 1969 - 1976
  • [37] Fast Generalized Eigenvector Tracking Based on the Power Method
    Tanaka, Toshihisa
    IEEE SIGNAL PROCESSING LETTERS, 2009, 16 (11) : 969 - 972
  • [38] A fast unified algorithm for solving group-lasso penalize learning problems
    Yang, Yi
    Zou, Hui
    STATISTICS AND COMPUTING, 2015, 25 (06) : 1129 - 1141
  • [39] A fast unified algorithm for solving group-lasso penalize learning problems
    Yi Yang
    Hui Zou
    Statistics and Computing, 2015, 25 : 1129 - 1141
  • [40] Study of the retina algorithm on FPGA for fast tracking
    Zi-Xuan Song
    Wen-Di Deng
    Gilles De Lentdecker
    Guang-Ming Huang
    Hua Pei
    Yi-Fan Yang
    Dong Wang
    Frédéric Robert
    Nuclear Science and Techniques, 2019, 30 (08) : 33 - 40
12345