Learning Hierarchical Interactions at Scale: A Convex Optimization Approach
In many learning settings, it is beneficial toaugment the main features with pairwise in-teractions. Such interaction models can beoften enhanced by performing variable selec-tion under the so-calledstrong hierarchycon-straint: an interaction is non-zero only if itsassociated main features...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Article |
| Language: | English |
| Published: |
International Machine Learning Society
2021
|
| Online Access: | https://hdl.handle.net/1721.1/130384 |