Essec\Faculty\Model\Contribution {#2233 ▼
#_index: "academ_contributions"
#_id: "13917"
#_source: array:26 [
"id" => "13917"
"slug" => "13917-lasso-iterative-feature-selection-and-the-correlation-selector-oracle-inequalities-and-numerical-performances 
13917-lasso-iterative-feature-selection-and-the-correlation-selector-oracle-inequalities-and-numeric "
"yearMonth" => "2008-11"
"year" => "2008"
"title" => "LASSO, Iterative Feature Selection and the Correlation Selector: Oracle inequalities and numerical performances LASSO, Iterative Feature Selection and the Correlation Selector: Oracle inequalities and numerical p "
"description" => "ALQUIER, P. (2008). LASSO, Iterative Feature Selection and the Correlation Selector: Oracle inequalities and numerical performances. <i>The Electronic Journal of Statistics</i>, 2, pp. 1129-1152. ALQUIER, P. (2008). LASSO, Iterative Feature Selection and the Correlation Selector: Oracle inequali "
"authors" => array:1 [
0 => array:3 [
"name" => "ALQUIER Pierre"
"bid" => "B00809923"
"slug" => "alquier-pierre"
]
]
"ouvrage" => ""
"keywords" => array:5 [
0 => "Confidence regions"
1 => "Lasso"
2 => "Regression estimation"
3 => "shrinkage and thresholding methods"
4 => "Statistical learning"
]
"updatedAt" => "2023-03-22 12:59:39"
"publicationUrl" => "https://projecteuclid.org/journals/electronic-journal-of-statistics/volume-2/issue-none/LASSO-Iterative-Feature-Selection-and-the-Correlation-Selector--Oracle/10.1214/08-EJS288.full https://projecteuclid.org/journals/electronic-journal-of-statistics/volume-2/issue-none/LASSO-Iterat "
"publicationInfo" => array:3 [
"pages" => "1129-1152"
"volume" => "2"
"number" => ""
]
"type" => array:2 [
"fr" => "Articles"
"en" => "Journal articles"
]
"support_type" => array:2 [
"fr" => "Revue scientifique"
"en" => "Scientific journal"
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => "We propose a general family of algorithms for regression estimation with quadratic loss, on the basis of geometrical considerations. These algorithms are able to select relevant functions into a large dictionary. We prove that a lot of methods that have already been studied for this task (LASSO, Dantzig selector, Iterative Feature Selection, among others) belong to our family, and exhibit another particular member of this family that we call Correlation Selector in this paper. Using general properties of our family of algorithm we prove oracle inequalities for IFS, for the LASSO and for the Correlation Selector, and compare numerical performances of these estimators on a toy example. We propose a general family of algorithms for regression estimation with quadratic loss, on the basi "
"en" => "We propose a general family of algorithms for regression estimation with quadratic loss, on the basis of geometrical considerations. These algorithms are able to select relevant functions into a large dictionary. We prove that a lot of methods that have already been studied for this task (LASSO, Dantzig selector, Iterative Feature Selection, among others) belong to our family, and exhibit another particular member of this family that we call Correlation Selector in this paper. Using general properties of our family of algorithm we prove oracle inequalities for IFS, for the LASSO and for the Correlation Selector, and compare numerical performances of these estimators on a toy example. We propose a general family of algorithms for regression estimation with quadratic loss, on the basi "
]
"authors_fields" => array:2 [
"fr" => "Systèmes d'Information, Data Analytics et Opérations"
"en" => "Information Systems, Data Analytics and Operations"
]
"indexedAt" => "2025-04-02T10:21:47.000Z"
"docTitle" => "LASSO, Iterative Feature Selection and the Correlation Selector: Oracle inequalities and numerical performances LASSO, Iterative Feature Selection and the Correlation Selector: Oracle inequalities and numerical p "
"docSurtitle" => "Articles"
"authorNames" => "<a href="/cv/alquier-pierre">ALQUIER Pierre</a>"
"docDescription" => "<span class="document-property-authors">ALQUIER Pierre</span><br><span class="document-property-authors_fields">Systèmes d'Information, Data Analytics et Opérations</span> | <span class="document-property-year">2008</span> <span class="document-property-authors">ALQUIER Pierre</span><br><span class="document-property-auth "
"keywordList" => "<a href="#">Confidence regions</a>, <a href="#">Lasso</a>, <a href="#">Regression estimation</a>, <a href="#">shrinkage and thresholding methods</a>, <a href="#">Statistical learning</a> <a href="#">Confidence regions</a>, <a href="#">Lasso</a>, <a href="#">Regression estimation</a>, <a "
"docPreview" => "<b>LASSO, Iterative Feature Selection and the Correlation Selector: Oracle inequalities and numerical performances</b><br><span>2008-11 | Articles </span> <b>LASSO, Iterative Feature Selection and the Correlation Selector: Oracle inequalities and numerica "
"docType" => "research"
"publicationLink" => "<a href="https://projecteuclid.org/journals/electronic-journal-of-statistics/volume-2/issue-none/LASSO-Iterative-Feature-Selection-and-the-Correlation-Selector--Oracle/10.1214/08-EJS288.full" target="_blank">LASSO, Iterative Feature Selection and the Correlation Selector: Oracle inequalities and numerical performances</a> <a href="https://projecteuclid.org/journals/electronic-journal-of-statistics/volume-2/issue-none/LAS "
]
+lang: "fr"
+"_type": "_doc"
+"_score": 8.969202
+"parent": null
}
