Variable selection by RIVAL

Er-Wei Bai; Kang Li; Paul Kump

doi:10.1109/MED.2014.6961490

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Conference proceeding

Variable selection by RIVAL

Er-Wei Bai, Kang Li and Paul Kump

22nd Mediterranean Conference on Control and Automation, pp.913-917

06/2014

DOI: 10.1109/MED.2014.6961490

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Abstract

The paper considers variable selection problem and proposes an algorithm called the RIVAL (Removing Irrelevant Variables Amidst Lasso Iterations). For a given and fixed length of data points, the algorithm recursively updates the weights so that the ability of the algorithm in detecting zero coefficients is substantially improved. Theoretical convergence is established supported by numerical simulation results.

Adaptation models

Convergence

Educational institutions

Indexes

Input variables

Numerical simulation

Vectors

Details

Title: Subtitle: Variable selection by RIVAL
Creators: Er-Wei Bai - University of Iowa
Kang Li - Queen's University Belfast
Paul Kump - University of Iowa
Resource Type: Conference proceeding
Publication Details: 22nd Mediterranean Conference on Control and Automation, pp.913-917
Publisher: IEEE
DOI: 10.1109/MED.2014.6961490
Language: English
Date published: 06/2014
Academic Unit: Electrical and Computer Engineering
Record Identifier: 9984197216702771

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