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Sparse-group boosting: Unbiased group and variable selection
The American Statistician ( IF 1.8 ) Pub Date : 2024-10-07 , DOI: 10.1080/00031305.2024.2408007
Fabian Obster, Christian Heumann

For grouped covariates, we propose a framework for boosting that allows for sparsity within and between groups. By using component-wise and group-wise gradient ridge boosting simultaneously with ad...

中文翻译:


稀疏组增强:无偏组和变量选择



对于分组协变量,我们提出了一个增强框架,允许组内和组间的稀疏性。通过同时使用组件式和分组式梯度脊增强与广告...
更新日期:2024-10-08
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