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Lasso and Group Lasso for logistic regression model| old_uid | 11828 |
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| title | Lasso and Group Lasso for logistic regression model |
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| start_date | 2012/11/16 |
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| schedule | 11h |
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| online | no |
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| location_info | 21e étage |
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| summary | We consider the problem of estimating a function f_{0} in logistic regression model. We propose to estimate this function f_{0} by a sparse approximation build as a linear combination of elements of a given dictionary of p functions. This sparse approximation is selected by the Lasso or Group Lasso procedure. In this context, we state non asymptotic oracle inequalities for Lasso and Group Lasso under restricted eigenvalues assumption as introduced in Bickel et al. (2009). Those theoretical results are illustrated through a simulation study. |
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| responsibles | Bardet, Cottrell |
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