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Vanilla Lasso for sparse classification under single index models
Vanilla Lasso sparse classification single index models
2016/1/20
This paper study sparse classification problems. We show that under single-index models, vanilla Lasso could give good estimate of unknown parameters. With this result, we see that even if the model i...
Sparse classification boundaries
Bayes risk classification boundary high-dimensional data optimalclassifier sparse vectors
2010/3/19
Given a training sample of size m from a d-dimensional population, we
wish to allocate a new observation Z ∈ IRd to this population or to the noise.
We suppose that the difference between the distri...