{"title":"Variable selection by RIVAL","authors":"E. Bai, Kang Li, P. Kump","doi":"10.1109/MED.2014.6961490","DOIUrl":null,"url":null,"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.","PeriodicalId":127957,"journal":{"name":"22nd Mediterranean Conference on Control and Automation","volume":"43 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2014-06-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"22nd Mediterranean Conference on Control and Automation","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/MED.2014.6961490","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 0
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.
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