arXiv:2212.01792

Classification by sparse generalized additive models

Felix Abramovich

제출 2022-12-04

원문 초록

We consider (nonparametric) sparse (generalized) additive models (SpAM) for classification. The design of a SpAM classifier is based on minimizing the logistic loss with a sparse group Lasso/Slope-type penalties on the coefficients of univariate additive components' expansions in orthonormal series (e.g., Fourier or wavelets). The resulting classifier is inherently adaptive to the unknown sparsity and smoothness. We show that under certain sparse group restricted eigenvalue condition it is nearly-minimax (up to log-factors) simultaneously across the entire range of analytic, Sobolev and Besov classes. The performance of the proposed classifier is illustrated on a simulated and a real-data examples.

함께 살펴볼 논문

공통 태그를 근거로 연결했습니다. 실제 인용 관계나 논문의 우수성을 뜻하지 않습니다.

토론

이 논문과 연결된 포럼 글이 아직 없습니다.