group lasso for logistic regression
group lasso for logistic regression
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Publisher
Oxford, UK: Oxford, UK : Blackwell Publishing Ltd
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Language
English
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Publisher
Oxford, UK: Oxford, UK : Blackwell Publishing Ltd
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Scope and Contents
Contents
The group lasso is an extension of the lasso to do variable selection on (predefined) groups of variables in linear regression models. The estimates have the attractive property of being invariant under groupwise orthogonal reparameterizations. We extend the group lasso to logistic regression models and present an efficient algorithm, that is espec...
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Full title
group lasso for logistic regression
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Record Identifier
TN_cdi_proquest_miscellaneous_36835652
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_miscellaneous_36835652
Other Identifiers
ISSN
1369-7412
E-ISSN
1467-9868
DOI
10.1111/j.1467-9868.2007.00627.x