Paper Abstract and Keywords |
Presentation |
2019-06-17 15:00
A model selection criterion for LASSO estimate with scaling Katsuyuki Hagiwara (Mie Univ.) IBISML2019-5 |
Abstract |
(in Japanese) |
(See Japanese page) |
(in English) |
To relax a bias problem in LASSO (Least Absolute Shrinkage and election Operator), there have been several studies including the introduction of non-convex regularizers. In this article, we considered to improve a bias problem of LASSO estimator by scaling and derived a model selection criterion under the scaling method. The proposed scaling value is valid to compensate the excessive shrinkage of LASSO estimator and is easy to compute by using LASSO estimator. Moreover, we derived a model selection criterion based on a risk estimate. This analytic solution is also a benefit of the proposed scaling value. Furthermore, we verified the risk estimate and confirmed its effectiveness though a simple numerical example. |
Keyword |
(in Japanese) |
(See Japanese page) |
(in English) |
sparse modeling / LASSO / SURE / scaling / / / / |
Reference Info. |
IEICE Tech. Rep., vol. 119, no. 89, IBISML2019-5, pp. 27-34, June 2019. |
Paper # |
IBISML2019-5 |
Date of Issue |
2019-06-10 (IBISML) |
ISSN |
Online edition: ISSN 2432-6380 |
Copyright and reproduction |
All rights are reserved and no part of this publication may be reproduced or transmitted in any form or by any means, electronic or mechanical, including photocopy, recording, or any information storage and retrieval system, without permission in writing from the publisher. Notwithstanding, instructors are permitted to photocopy isolated articles for noncommercial classroom use without fee. (License No.: 10GA0019/12GB0052/13GB0056/17GB0034/18GB0034) |
Download PDF |
IBISML2019-5 |
Conference Information |
Committee |
NC IBISML IPSJ-MPS IPSJ-BIO |
Conference Date |
2019-06-17 - 2019-06-19 |
Place (in Japanese) |
(See Japanese page) |
Place (in English) |
Okinawa Institute of Science and Technology |
Topics (in Japanese) |
(See Japanese page) |
Topics (in English) |
Neurocomputing, Machine Learning Approach to Biodata Mining, and General |
Paper Information |
Registration To |
IBISML |
Conference Code |
2019-06-NC-IBISML-MPS-BIO |
Language |
English (Japanese title is available) |
Title (in Japanese) |
(See Japanese page) |
Sub Title (in Japanese) |
(See Japanese page) |
Title (in English) |
A model selection criterion for LASSO estimate with scaling |
Sub Title (in English) |
|
Keyword(1) |
sparse modeling |
Keyword(2) |
LASSO |
Keyword(3) |
SURE |
Keyword(4) |
scaling |
Keyword(5) |
|
Keyword(6) |
|
Keyword(7) |
|
Keyword(8) |
|
1st Author's Name |
Katsuyuki Hagiwara |
1st Author's Affiliation |
Mie University (Mie Univ.) |
2nd Author's Name |
|
2nd Author's Affiliation |
() |
3rd Author's Name |
|
3rd Author's Affiliation |
() |
4th Author's Name |
|
4th Author's Affiliation |
() |
5th Author's Name |
|
5th Author's Affiliation |
() |
6th Author's Name |
|
6th Author's Affiliation |
() |
7th Author's Name |
|
7th Author's Affiliation |
() |
8th Author's Name |
|
8th Author's Affiliation |
() |
9th Author's Name |
|
9th Author's Affiliation |
() |
10th Author's Name |
|
10th Author's Affiliation |
() |
11th Author's Name |
|
11th Author's Affiliation |
() |
12th Author's Name |
|
12th Author's Affiliation |
() |
13th Author's Name |
|
13th Author's Affiliation |
() |
14th Author's Name |
|
14th Author's Affiliation |
() |
15th Author's Name |
|
15th Author's Affiliation |
() |
16th Author's Name |
|
16th Author's Affiliation |
() |
17th Author's Name |
|
17th Author's Affiliation |
() |
18th Author's Name |
|
18th Author's Affiliation |
() |
19th Author's Name |
|
19th Author's Affiliation |
() |
20th Author's Name |
|
20th Author's Affiliation |
() |
Speaker |
Author-1 |
Date Time |
2019-06-17 15:00:00 |
Presentation Time |
25 minutes |
Registration for |
IBISML |
Paper # |
IBISML2019-5 |
Volume (vol) |
vol.119 |
Number (no) |
no.89 |
Page |
pp.27-34 |
#Pages |
8 |
Date of Issue |
2019-06-10 (IBISML) |
|