Abstract | ||
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We present an extension to the Lasso [6] for binary classification problems with ordered attributes. Inspired by the Fused Lasso [5] and the Group Lasso [7, 3] models, we aim to both discover and model runs (contiguous subgroups of the variables) that are highly predictive. We call the extended model LAPS (the Lasso with Attribute Partition Search). Such problems commonly arise in financial and medical domains, where predictors are time series variables, for example. This paper outlines the formulation of the problem, an algorithm to obtain the model coefficients and experiments showing applicability to practical problems of this type. |
Year | DOI | Venue |
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2007 | 10.1109/ICDM.2007.84 | ICDM |
Keywords | Field | DocType |
contiguous subgroup,extended model,time series variable,attribute partition search,binary classification problem,group lasso,practical problem,medical domain,finding predictive runs,model coefficient,fused lasso,regression analysis,time series | Data mining,Binary classification,Group lasso,Computer science,Regression analysis,Lasso (statistics),Artificial intelligence,Partition (number theory),Machine learning | Conference |
ISSN | ISBN | Citations |
1550-4786 | 0-7695-3018-4 | 0 |
PageRank | References | Authors |
0.34 | 0 | 2 |
Name | Order | Citations | PageRank |
---|---|---|---|
Suhrid Balakrishnan | 1 | 238 | 14.60 |
David Madigan | 2 | 190 | 22.89 |