Presentation | 2019-06-17 A model selection criterion for LASSO estimate with scaling Katsuyuki Hagiwara, |
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PDF Download Page | PDF download Page Link |
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 |
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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 |
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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) |