稀疏分组提升：无偏群组和变量选择

IF 1.8 4区数学 Q1 STATISTICS & PROBABILITY

American Statistician Pub Date : 2024-10-07 DOI:10.1080/00031305.2024.2408007

Fabian Obster, Christian Heumann

引用次数: 0

摘要

对于分组协变量，我们提出了一种允许组内和组间稀疏性的提升框架。通过同时使用分量和组内梯度脊提升以及ad...

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Sparse-group boosting: Unbiased group and variable selection

For grouped covariates, we propose a framework for boosting that allows for sparsity within and between groups. By using component-wise and group-wise gradient ridge boosting simultaneously with ad...

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来源期刊

American Statistician 数学-统计学与概率论

CiteScore

3.50

自引率

5.60%

发文量

审稿时长

>12 weeks

期刊介绍： Are you looking for general-interest articles about current national and international statistical problems and programs; interesting and fun articles of a general nature about statistics and its applications; or the teaching of statistics? Then you are looking for The American Statistician (TAS), published quarterly by the American Statistical Association. TAS contains timely articles organized into the following sections: Statistical Practice, General, Teacher''s Corner, History Corner, Interdisciplinary, Statistical Computing and Graphics, Reviews of Books and Teaching Materials, and Letters to the Editor.