Variable selection in large margin classifier-based probability estimation with high-dimensional predictors

Seung Jun Shin; Yichao Wu

doi:10.1002/bimj.201300251

Variable selection in large margin classifier-based probability estimation with high-dimensional predictors

Seung Jun Shin, Yichao Wu

Research output: Contribution to journal › Comment/debate › peer-review

3 Citations (Scopus)

Abstract

This is a discussion of the papers: "Probability estimation with machine learning methods for dichotomous and multicategory outcome: Theory" by Jochen Kruppa, Yufeng Liu, Gérard Biau, Michael Kohler, Inke R. König, James D. Malley, and Andreas Ziegler; and "Probability estimation with machine learning methods for dichotomous and multicategory outcome: Applications" by Jochen Kruppa, Yufeng Liu, Hans-Christian Diener, Theresa Holste, Christian Weimar, Inke R. König, and Andreas Ziegler.

Original language	English
Pages (from-to)	594-596
Number of pages	3
Journal	Biometrical Journal
Volume	56
Issue number	4
DOIs	https://doi.org/10.1002/bimj.201300251
Publication status	Published - 2014 Jun
Externally published	Yes

Keywords

Max-type penalty
Regularization
Variable selection

ASJC Scopus subject areas

Statistics and Probability
Statistics, Probability and Uncertainty

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10.1002/bimj.201300251

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title = "Variable selection in large margin classifier-based probability estimation with high-dimensional predictors",

abstract = "This is a discussion of the papers: {"}Probability estimation with machine learning methods for dichotomous and multicategory outcome: Theory{"} by Jochen Kruppa, Yufeng Liu, G{\'e}rard Biau, Michael Kohler, Inke R. K{\"o}nig, James D. Malley, and Andreas Ziegler; and {"}Probability estimation with machine learning methods for dichotomous and multicategory outcome: Applications{"} by Jochen Kruppa, Yufeng Liu, Hans-Christian Diener, Theresa Holste, Christian Weimar, Inke R. K{\"o}nig, and Andreas Ziegler.",

keywords = "Max-type penalty, Regularization, Variable selection",

author = "Shin, {Seung Jun} and Yichao Wu",

year = "2014",

month = jun,

doi = "10.1002/bimj.201300251",

language = "English",

volume = "56",

pages = "594--596",

journal = "Biometrische Zeitschrift",

issn = "0323-3847",

publisher = "Wiley-VCH Verlag",

number = "4",

}

TY - JOUR

T1 - Variable selection in large margin classifier-based probability estimation with high-dimensional predictors

AU - Shin, Seung Jun

AU - Wu, Yichao

PY - 2014/6

Y1 - 2014/6

N2 - This is a discussion of the papers: "Probability estimation with machine learning methods for dichotomous and multicategory outcome: Theory" by Jochen Kruppa, Yufeng Liu, Gérard Biau, Michael Kohler, Inke R. König, James D. Malley, and Andreas Ziegler; and "Probability estimation with machine learning methods for dichotomous and multicategory outcome: Applications" by Jochen Kruppa, Yufeng Liu, Hans-Christian Diener, Theresa Holste, Christian Weimar, Inke R. König, and Andreas Ziegler.

AB - This is a discussion of the papers: "Probability estimation with machine learning methods for dichotomous and multicategory outcome: Theory" by Jochen Kruppa, Yufeng Liu, Gérard Biau, Michael Kohler, Inke R. König, James D. Malley, and Andreas Ziegler; and "Probability estimation with machine learning methods for dichotomous and multicategory outcome: Applications" by Jochen Kruppa, Yufeng Liu, Hans-Christian Diener, Theresa Holste, Christian Weimar, Inke R. König, and Andreas Ziegler.

KW - Max-type penalty

KW - Regularization

KW - Variable selection

UR - http://www.scopus.com/inward/record.url?scp=84903585060&partnerID=8YFLogxK

U2 - 10.1002/bimj.201300251

DO - 10.1002/bimj.201300251

M3 - Comment/debate

C2 - 24615809

AN - SCOPUS:84903585060

SN - 0323-3847

VL - 56

SP - 594

EP - 596

JO - Biometrische Zeitschrift

JF - Biometrische Zeitschrift

IS - 4

ER -

Variable selection in large margin classifier-based probability estimation with high-dimensional predictors

Abstract

Keywords

ASJC Scopus subject areas

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