Ontology highlight
ABSTRACT:
SUBMITTER: Liu J
PROVIDER: S-EPMC9122737 | biostudies-literature | 2022 Mar
REPOSITORIES: biostudies-literature

Liu Jiachang J Zhong Chudi C Seltzer Margo M Rudin Cynthia C
Proceedings of machine learning research 20220301
We present fast classification techniques for sparse generalized linear and additive models. These techniques can handle thousands of features and thousands of observations in minutes, even in the presence of many highly correlated features. For fast sparse logistic regression, our computational speed-up over other best-subset search techniques owes to linear and quadratic surrogate cuts for the logistic loss that allow us to efficiently screen features for elimination, as well as use of a prior ...[more]