Sparse-Group Boosting: Unbiased Group and Variable Selection.
For grouped covariates, we propose a framework for boosting that allows for sparsity within and between groups. By using component-wise and group-wise gradient ridge boosting simultaneously with adjusted degrees of freedom or penalty parameters, a model with similar properties as the sparse-group la...
| Publicado en: | American Statistician Vol. 79; no. 2; pp. 184 - 198 |
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| Autores principales: | , |
| Formato: | Artículo |
| Publicado: |
Taylor & Francis Ltd
May2025
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| Materias: | |
| Acceso en línea: | Ver este registro en EBSCOhost |