Variable selection by lasso-type methods
| العنوان: | Variable selection by lasso-type methods |
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| المؤلفون: | Sohail Chand, Shahid Kamal |
| المصدر: | Pakistan Journal of Statistics and Operation Research, Vol 7, Iss 2-Sp (2011) |
| بيانات النشر: | University of the Punjab, 2011. |
| سنة النشر: | 2011 |
| مصطلحات موضوعية: | Statistics and Probability, Statistics::Theory, Property (programming), lcsh:Mathematics, Feature selection, Management Science and Operations Research, Type (model theory), lcsh:QA1-939, Oracle, Statistics::Computation, Statistics::Machine Learning, Lasso (statistics), Lasso, Adaptive lasso, Variable selection, LARS, Modeling and Simulation, Statistics, Statistics::Methodology, Statistics, Probability and Uncertainty, Algorithm, lcsh:Statistics, lcsh:HA1-4737, Mathematics |
| الوصف: | Variable selection is an important property of shrinkage methods. The adaptive lasso is an oracle procedure and can do consistent variable selection. In this paper, we provide an explanation that how use of adaptive weights make it possible for the adaptive lasso to satisfy the necessary and almost sufcient condition for consistent variable selection. We suggest a novel algorithm and give an important result that for the adaptive lasso if predictors are normalised after the introduction of adaptive weights, it makes the adaptive lasso performance identical to the lasso. |
| اللغة: | English |
| تدمد: | 2220-5810 1816-2711 |
| الوصول الحر: | https://explore.openaire.eu/search/publication?articleId=doi_dedup___::be478c43355f4b0920c1934634fc2eceTest http://pjsor.com/index.php/pjsor/article/view/389Test |
| حقوق: | OPEN |
| رقم الانضمام: | edsair.doi.dedup.....be478c43355f4b0920c1934634fc2ece |
| قاعدة البيانات: | OpenAIRE |
| تدمد: | 22205810 18162711 |
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