Presentation 2019-06-17
A model selection criterion for LASSO estimate with scaling
Katsuyuki Hagiwara,
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Abstract(in Japanese) (See Japanese page)
Abstract(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)
Keyword(in English) sparse modeling / LASSO / SURE / scaling
Paper # IBISML2019-5
Date of Issue 2019-06-10 (IBISML)

Conference Information
Committee NC / IBISML / IPSJ-MPS / IPSJ-BIO
Conference Date 2019/6/17(3days)
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
Chair Hayaru Shouno(UEC) / Hisashi Kashima(Kyoto Univ.) / Masakazu Sekijima(Tokyo Tech) / Hiroyuki Kurata(Kyutech)
Vice Chair Kazuyuki Samejima(Tamagawa Univ) / Masashi Sugiyama(Univ. of Tokyo) / Koji Tsuda(Univ. of Tokyo)
Secretary Kazuyuki Samejima(NAIST) / Masashi Sugiyama(NTT) / Koji Tsuda(Nagoya Inst. of Tech.) / (AIST) / (Nagoya Univ.)
Assistant Takashi Shinozaki(NICT) / Ken Takiyama(TUAT) / Tomoharu Iwata(NTT) / Shigeyuki Oba(Kyoto Univ.)

Paper Information
Registration To Technical Committee on Neurocomputing / Technical Committee on Infomation-Based Induction Sciences and Machine Learning / IPSJ Special Interest Group on Mathematical Modeling and Problem Solving / IPSJ Special Interest Group on Bioinformatics and Genomics
Language ENG-JTITLE
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
1st Author's Name Katsuyuki Hagiwara
1st Author's Affiliation Mie University(Mie Univ.)
Date 2019-06-17
Paper # IBISML2019-5
Volume (vol) vol.119
Number (no) IBISML-89
Page pp.pp.27-34(IBISML),
#Pages 8
Date of Issue 2019-06-10 (IBISML)