所有广义线性模型的弹性网正则化路径。

IF 5.4 2区 计算机科学 Q1 COMPUTER SCIENCE, INTERDISCIPLINARY APPLICATIONS
Journal of Statistical Software Pub Date : 2023-01-01 Epub Date: 2023-03-23 DOI:10.18637/jss.v106.i01
J Kenneth Tay, Balasubramanian Narasimhan, Trevor Hastie
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引用次数: 0

摘要

套索和弹性网是用于监督学习的常用正则化回归模型。Friedman、Hastie和Tibshirani(2010)介绍了一种计算高效的算法,用于计算普通最小二乘回归、逻辑回归和多项式逻辑回归的弹性网正则化路径,而Simon、Friedman、Hastie和Tibshilani(2011)将这项工作扩展到右删失数据的Cox模型。我们进一步将弹性网正则化回归的范围扩展到所有广义线性模型族,具有(开始,停止)数据和地层的Cox模型,以及松弛套索的简化版本。我们还讨论了测量这些拟合模型性能的方便实用函数。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Elastic Net Regularization Paths for All Generalized Linear Models.

The lasso and elastic net are popular regularized regression models for supervised learning. Friedman, Hastie, and Tibshirani (2010) introduced a computationally efficient algorithm for computing the elastic net regularization path for ordinary least squares regression, logistic regression and multinomial logistic regression, while Simon, Friedman, Hastie, and Tibshirani (2011) extended this work to Cox models for right-censored data. We further extend the reach of the elastic net-regularized regression to all generalized linear model families, Cox models with (start, stop] data and strata, and a simplified version of the relaxed lasso. We also discuss convenient utility functions for measuring the performance of these fitted models.

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来源期刊
Journal of Statistical Software
Journal of Statistical Software 工程技术-计算机:跨学科应用
CiteScore
10.70
自引率
1.70%
发文量
40
审稿时长
6-12 weeks
期刊介绍: The Journal of Statistical Software (JSS) publishes open-source software and corresponding reproducible articles discussing all aspects of the design, implementation, documentation, application, evaluation, comparison, maintainance and distribution of software dedicated to improvement of state-of-the-art in statistical computing in all areas of empirical research. Open-source code and articles are jointly reviewed and published in this journal and should be accessible to a broad community of practitioners, teachers, and researchers in the field of statistics.
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