政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/142865

English | 正體中文 | 简体中文 | Post-Print筆數 : 27 | Items with full text/Total items : 113822/144841 (79%)
Visitors : 51822953 Online Users : 518

RC Version 6.0 © Powered By DSPACE, MIT. Enhanced by NTU Library IR team.

Home ‧ Login ‧ Upload ‧ Help ‧ About ‧ Administer

政大機構典藏 > 商學院 > 國際經營與貿易學系 > 期刊論文 > Item 140.119/142865

Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/142865

Title:	An attention algorithm for solving large scale structured L0-norm penalty estimation problems
Authors:	顏佑銘 Yen, Yu-Min Yen, Tso-Jung
Contributors:	國貿系
Keywords:	Blockwise coordinate descent algorithms;Model selection;Nonconvex optimization;Proximal operators;Randomized algorithms
Date:	2021-01
Issue Date:	2022-12-27 10:57:04 (UTC+8)
Abstract:	Technology advances have enabled researchers to collect large amounts of data with lots of covariates. Because of the high volume (large n) and high variety (large p) properties, model estimation with such big data has posed great challenges for statisticians. In this paper, we focus on the algorithmic aspect of these challenges. We propose a numerical procedure for solving large scale regression estimation problems involving a structured l0-norm penalty function. This numerical procedure blends the ideas of randomization, blockwise coordinate descent algorithms, and a closed-form representation of the proximal operator of the structured l0-norm penalty function. In particular, it adopts an “attention” mechanism that exploits the iteration errors to build a sampling distribution for picking up regression coefficients for updates. Simulation study shows the proposed numerical procedure is competitive when comparing with other algorithms for sparse estimation in terms of runtime and statistical accuracy when both the sample size and the number of covariates become large.
Relation:	Japanese Journal of Statistics and Data Science, Vol.4, pp.345-371
Data Type:	article
DOI 連結:	https://doi.org/10.1007/s42081-020-00101-z
DOI:	10.1007/s42081-020-00101-z
Appears in Collections:	[國際經營與貿易學系 ] 期刊論文

Files in This Item:

File	Description	Size	Format
index.html		0Kb	HTML2	166	View/Open

社群 sharing

著作權政策宣告 Copyright Announcement

1.本網站之數位內容為國立政治大學所收錄之機構典藏，無償提供學術研究與公眾教育等公益性使用，惟仍請適度，合理使用本網站之內容，以尊重著作權人之權益。商業上之利用，則請先取得著作權人之授權。
The digital content of this website is part of National Chengchi University Institutional Repository. It provides free access to academic research and public education for non-commercial use. Please utilize it in a proper and reasonable manner and respect the rights of copyright owners. For commercial use, please obtain authorization from the copyright owner in advance.

2.本網站之製作，已盡力防止侵害著作權人之權益，如仍發現本網站之數位內容有侵害著作權人權益情事者，請權利人通知本網站維護人員(nccur@nccu.edu.tw)，維護人員將立即採取移除該數位著作等補救措施。
NCCU Institutional Repository is made to protect the interests of copyright owners. If you believe that any material on the website infringes copyright, please contact our staff(nccur@nccu.edu.tw). We will remove the work from the repository and investigate your claim.

Loading...