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• W2669254624 abstract "We consider high-dimensional binary classification by sparse logistic regression. We propose a model/feature selection procedure based on penalized maximum likelihood with a complexity penalty on the model size and derive the non-asymptotic bounds for the resulting misclassification excess risk. The bounds can be reduced under the additional low-noise condition. The proposed complexity penalty is remarkably related to the VC-dimension of a set of sparse linear classifiers. Implementation of any complexity penalty-based criterion, however, requires a combinatorial search over all possible models. To find a model selection procedure computationally feasible for high-dimensional data, we extend the Slope estimator for logistic regression and show that under an additional weighted restricted eigenvalue condition it is rate-optimal in the minimax sense." @default.
• W2669254624 created "2017-06-30" @default.
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• W2669254624 date "2017-06-26" @default.
• W2669254624 modified "2023-09-27" @default.
• W2669254624 title "High-dimensional classification by sparse logistic regression" @default.
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• W2669254624 hasPublicationYear "2017" @default.
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