Group Logistic Regression Models with <i>l<sub>p,q</sub></i> Regularization

Group Logistic Regression Models with <i>l<sub>p,q</sub></i> Regularization

In this paper, we proposed a logistic regression model with <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><msub><mi>l</mi><mrow><mi>p</mi><mo>,</mo><mi>q</mi&...

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Bibliographic Details
Main Authors: Yanfang Zhang, Chuanhua Wei, Xiaolin Liu
Format: Article
Language:English
Published: MDPI AG 2022-06-01
Series:Mathematics
Subjects:
logistic regression
group sparse
oracle inequality
<i>l<sub>p,q</sub></i> regularization
ADMM algorithm
multi-factors stock selection
Online Access:https://www.mdpi.com/2227-7390/10/13/2227

Internet

https://www.mdpi.com/2227-7390/10/13/2227

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