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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

169,341 papers · 148 categories

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67134201268 · Jun 202019922001200920182026
48 results for stacked penalized logistic regression

StaPLR selects important views for multi-view learning models.

problem Selecting important views in multi-view learning to reduce data collection costs.
method Developed stacked penalized logistic regression (StaPLR) for view selection.
result StaPLR outperforms existing methods in view selection, reducing false positives.

Combines response categories in multinomial logistic regression models.

problem Handling multiple response categories in logistic regression models.
method Penalized likelihood method with alternating direction method of multipliers.
result Encourages response category combination in the model.

Sparse multinomial logistic regression for multiclass classification with feature selection.

problem High-dimensional multiclass classification with a focus on sparse models.
method Penalized maximum likelihood with complexity penalty, feature selection using group Lasso and Slope classifiers.
result Achievement of minimax order in both small and large number of classes regimes.

FILTER model uses fusion penalized logistic threshold regression for high-dimensional data with unknown cut points.

problem Modeling high-dimensional data with unknown cut points and binary responses.
method Fusion penalized logistic threshold regression (FILTER) model with fused lasso penalty for variable selection.
result Established non-asymptotic error bounds for coefficient estimation and model selection consistency.

We develop a first order expansion for convex penalized estimators in high-dimensional regression.

problem High-dimensional regression problems with random designs.
method Construct a first order expansion ηη of the penalized estimator β^\hatβ.
result The risk of β^\hatβ is asymptotically the same as the risk of ηη.

The paper explores MMPR to select diverse models for scientific insight.

problem Model selection often fails to bring multiple underlying patterns to light.
method Multi-model penalized regression (MMPR) to acknowledge model uncertainty.
result Different penalty settings can promote either shrinkage or sparsity of coefficients in separate models.

Enhances privacy-preserving logistic regression for diabetes prediction.

problem Maintaining privacy while improving prediction accuracy in machine learning.
method Proposes stacking to enhance privacy-preserving logistic regression, either sample-based or feature-based.
result Feature-based partitioning requires fewer samples than sample-based, potentially offering better performance.

Proposes a model selection procedure for high-dimensional binary classification using sparse logistic regression.

problem High-dimensional binary classification with sparse logistic regression.
method Penalized maximum likelihood with complexity penalty on model size, Slope estimator for logistic regression.
result Proposed complexity penalty is rate-optimal in the minimax sense.

We propose a new algorithm called PLUTO for building logistic regression trees to binary response data. PLUTO can capture the nonlinear and interaction patterns in messy data by recursively partitioning the sample space. It fits a simple or a multiple linear logistic regression model in each partition. PLUTO employs th…

2014-11-25abs ↗pdf ↗

Paper shows noisy labels can improve PLR variable selection.

problem Variable selection in PLR is challenging due to noisy labels.
method Proposes a novel ADMM-based algorithm to fuse noisy labels.
result Fused noisy labels improve PLR performance in estimation and classification.

New weighted Lasso estimates improve logistic regression performance with measurement error.

problem Improper Lasso estimates in sparse logistic regression with equal penalties.
method Proposed weighted Lasso estimates using McDiarmid inequality for non-asymptotic oracle inequalities.
result Finite sample behavior illustrated by non-asymptotic oracle inequalities for estimation and prediction errors.

StaPLR improves Alzheimer's disease classification by identifying important MRI scan types and measures.

problem Classifying Alzheimer's disease using multi-source MRI data.
method Stacked penalized logistic regression (StaPLR) with hierarchical multi-view structure and new view importance measure.
result StaPLR identifies the most important MRI scan types and measures for Alzheimer's disease classification.

A new method speeds up learning sparse binary networks.

problem Learning sparse binary pairwise Markov networks efficiently.
method Formulated as sparse multiple logistic regression, uses coordinate descent with strong screening rules.
result Substantial speedup with no loss of accuracy, more stable on unbalanced data.

Improved logistic regression for multi-omics data improves prediction and variable selection.

problem Predicting binary class labels from multi-omics datasets with varying characteristics.
method Two-step penalized logistic regression with separate variable selection for each data layer.
result Our approach selects more relevant predictors and achieves comparable prediction performance.

The article compares neural networks and logistic regression for credit scoring and introduces a new probability calibration technique.

problem Improving credit scoring accuracy using machine learning techniques.
method Comparison of logistic regression and neural networks, feature importance assessment, temporal feature inclusion, and SURE probability calibration.
result Neural networks can slightly improve credit scoring performance, and SURE calibration technique enhances probability calibration.

Folded concave penalization methods have been shown to enjoy the strong oracle property for high-dimensional sparse estimation. However, a folded concave penalization problem usually has multiple local solutions and the oracle property is established only for one of the unknown local solutions. A challenging fundamenta…

2012-10-22abs ↗pdf ↗

Improved Frank-Wolfe algorithm speeds up training of differentially private LASSO models.

problem Training differentially private LASSO models on sparse data.
method Adapted Frank-Wolfe algorithm for sparse inputs, reducing runtime.
result Training time reduced from O(TDS+TNs)\mathcal{O}(TDS + TNs) to O(NS+TDlogD+TS2)\mathcal{O}(N S + T \sqrt{D} \log{D} + TS^2).

Deep learning predicts asthma ED visits better than traditional methods.

problem Predicting asthma-related ED visits to improve patient management.
method Deep learning (Artificial Neural Networks) compared to Lasso logistic regression.
result Deep learning model (ANN) outperforms traditional Lasso logistic regression (AUC = 0.845 vs. AUC = 0.842).

The paper forecasts corporate distress using a novel MIDAS logistic regression method.

problem Forecasting corporate distress with right-censored data, high-dimensional predictors, and mixed-frequency data.
method The paper introduces a novel high-dimensional censored MIDAS logistic regression method that handles censoring through inverse probability weighting and employs a sparse-group penalty for mixed-frequency predictors.
result The method achieves accurate estimation and superior performance in predicting financial distress of Chinese-listed firms.

NN-Stacking improves predictive power of regression models by adjusting stacking coefficients with features.

problem Low predictive power of linear stacking methods.
method NN-Stacking uses neural networks to estimate adaptive stacking coefficients.
result NN-Stacking leads to better predictive power, especially in large datasets.

New lower bounds improve logistic log-likelihood optimization and inference.

problem Designing computationally tractable lower bounds for logistic log-likelihoods.
method Developed a piece-wise quadratic lower bound that uniformly improves tangent quadratic minorizers.
result Improves the speed of convergence and accuracy of variational Bayes approximations.

Develops a tool to identify abnormal blood smear results based on CBC tests.

problem Manual review of blood smears by technologists is time-consuming and inconsistent.
method Cost-sensitive Lasso-penalized additive logistic regression combined with stability selection.
result The tool correctly identifies true cutoff values for abnormal smear results.

Stacked regressions improve predictive accuracy by combining estimators.

problem Improve predictive accuracy in regression models.
method Analogous to least-squares, learn combination weights by minimizing regularized empirical risk with nonnegativity constraint.
result The stacked estimator has strictly smaller population risk than the best single estimator, especially when signal-to-noise ratio is small.

We consider the problem of estimating the topology of spatial interactions in a discrete state, discrete time spatio-temporal graphical model where the interactions affect the temporal evolution of each agent in a network. Among other models, the susceptible, infected, recovered (SIRSIR) model for interaction events fal…

2010-04-14abs ↗pdf ↗

The paper uses machine learning to select stocks based on features and algorithms.

problem Distinguishing good stocks from bad stocks using machine learning.
method Constructed 244 features, trained various models including LR, RF, DNN, and Stacking, used Genetic Algorithm for feature selection.
result Stacking model outperforms others with an AUC score of 0.972, and feature selection reduces redundancy.