Loading...
Please wait, while we are loading the content...
Similar Documents
A blockwise descent algorithm for group-penalized multiresponse and multinomial regression.
| Content Provider | CiteSeerX |
|---|---|
| Author | Simon, Noah Friedman, Jerome Hastie, Trevor |
| Abstract | In this paper we purpose a blockwise descent algorithm for group-penalized multiresponse regression. Using a quasi-newton framework we extend this to group-penalized multinomial regression. We give the first publicly available implementation for these in R, and compare the speed of this algorithm to a similar algorithm for standard ℓ1-penalized multinomial regression on simulated data — we show that our implementation is roughly as fast and can solve gene-expression-sized problems in real time. |
| File Format | |
| Access Restriction | Open |
| Subject Keyword | Blockwise Descent Algorithm Multinomial Regression Group-penalized Multiresponse Similar Algorithm Available Implementation Group-penalized Multinomial Regression Gene-expression-sized Problem Standard 1-penalized Multinomial Regression Simulated Data Quasi-newton Framework Group-penalized Multiresponse Regression Real Time |
| Content Type | Text |
| Resource Type | Article |
