Some equivalence relationships of regularized regressions
| dc.contributor.author | Zhang, Y. | |
| dc.contributor.author | Thakar, J. | |
| dc.contributor.author | Topham, D. | |
| dc.contributor.author | Falsey, A. | |
| dc.contributor.author | Zeng D. | |
| dc.contributor.author | Qiu, X. | |
| dc.coverage.issue | 1 | cs |
| dc.coverage.volume | 7 | cs |
| dc.date.accessioned | 2019-01-02T13:23:43Z | |
| dc.date.available | 2019-01-02T13:23:43Z | |
| dc.date.issued | 2018 | cs |
| dc.description.abstract | Regularization is a powerful framework for solving ill-posed problem and preventing model overfitting in modern regression analysis. It is especially useful for high-dimensional or functional (infinite dimensional) regression models. In this paper, we construct two useful equivalence relationships for regularized regression: 1. An equivalence between regularized functional regression and regularized multi- variate regression. This equivalence provides a computationally efficient way to fit the concurrent functional regression model. 2. An equivalence of penalized multi- variate regression under a group of scaling transformation. This equivalence can be used to solve weighted principal component regression efficiently. | en |
| dc.format | text | cs |
| dc.format.extent | 3-10 | cs |
| dc.format.mimetype | application/pdf | en |
| dc.identifier.citation | Mathematics for Applications. 2018 vol. 7, č. 1, s. 3-10. ISSN 1805-3629 | cs |
| dc.identifier.doi | 10.13164/ma.2018.01 | en |
| dc.identifier.issn | 1805-3629 | |
| dc.identifier.uri | http://hdl.handle.net/11012/137264 | |
| dc.language.iso | en | cs |
| dc.publisher | Vysoké učení technické v Brně, Fakulta strojního inženýrství, Ústav matematiky | cs |
| dc.relation.ispartof | Mathematics for Applications | en |
| dc.relation.uri | http://ma.fme.vutbr.cz/archiv/7_1/ma_7_1_1_zhang_et_al_final.pdf | cs |
| dc.rights | © Vysoké učení technické v Brně, Fakulta strojního inženýrství, Ústav matematiky | cs |
| dc.rights.access | openAccess | en |
| dc.subject | regularization, elastic-net regression, functional concurrent model, principal com- ponent regression, high-dimensional data | en |
| dc.title | Some equivalence relationships of regularized regressions | en |
| dc.type.driver | article | en |
| dc.type.status | Peer-reviewed | en |
| dc.type.version | publishedVersion | en |
| eprints.affiliatedInstitution.department | Ústav matematiky | cs |
| eprints.affiliatedInstitution.faculty | Fakulta strojního inženýrství | cs |
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