Sparse regression over clusters: SparClur

Abstract Prediction tasks in personalized medicine require models that combine accuracy and interpretability. We propose an integer optimization approach for building sparse regression models with enforced coordination, using data partitioned among leaves in a prediction tree. We show...

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Bibliographic Details
Main Authors: Bertsimas, Dimitris, Dunn, Jack, Kapelevich, Lea, Zhang, Rebecca
Other Authors: Sloan School of Management
Format: Article
Language:English
Published: Springer Berlin Heidelberg 2022
Online Access:https://hdl.handle.net/1721.1/140530