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The Entire Regularization Path for the Support Vector Machine
Entire Regularization Path Support Vector Machine
2015/8/21
In this paper we argue that the choice of the SVM cost parameter can be critical. We then derive an algorithm that can fit the entire path of SVM solutions for every value of the cost parameter, with ...
L1-regularization path algorithm for generalized linear models
Generalized linear model Lasso Path algorithm Predictor–corrector method Regularization Variable selection
2015/8/21
We introduce a path following algorithm for L1-regularized generalized linear models. The L 1-regularization procedure is useful especially because it, in effect, selects variables according to the am...
Regularization Path Algorithms for Detecting Gene Interactions
Path Algorithms Detecting Gene Interactions
2015/8/21
In this study, we consider several regularization path algorithms with grouped variable selection for modeling gene-interactions. When fitting with categorical factors, including the genotype measurem...