Probabilistic Best Subset Selection by Gradient-Based Optimization

Mingzhang Yin, Nhat Ho, Bowei Yan, Xiaoning Qian, Mingyuan Zhou

Type: Preprint

Publication Date: 2020-06-11

Citations: 6

Locations

arXiv (Cornell University) - View

Similar Works

Action	Title	Year	Authors
+	Probabilistic Best Subset Selection via Gradient-Based Optimization	2020	Mingzhang Yin Nhat Ho Bowei Yan Xiaoning Qian Mingyuan Zhou
+	Fast Best Subset Selection: Coordinate Descent and Local Combinatorial Optimization Algorithms	2018	Hussein Hazimeh Rahul Mazumder
+	Fast Best Subset Selection: Coordinate Descent and Local Combinatorial Optimization Algorithms	2018	Hussein Hazimeh Rahul Mazumder
+	Best subset selection via a modern optimization lens	2016	Dimitris Bertsimas Angela King Rahul Mazumder
+	Best Subset Selection via a Modern Optimization Lens	2015	Dimitris Bertsimas Angela G. King Rahul Mazumder
+	Best Subset Selection via a Modern Optimization Lens	2015	Dimitris Bertsimas Angela King Rahul Mazumder
+	Subset Selection with Shrinkage: Sparse Linear Modeling when the SNR is low	2017	Rahul Mazumder Peter Radchenko Antoine Dedieu
+	Robust subset selection	2020	Ryan Thompson
+	Best-Subset Selection in Generalized Linear Models: A Fast and Consistent Algorithm via Splicing Technique	2023	Junxian Zhu Jin Zhu Borui Tang Xuanyu Chen Hongmei Lin Xueqin Wang
+ PDF Chat	Grouped variable selection with discrete optimization: Computational and statistical perspectives	2023	Hussein Hazimeh Rahul Mazumder Peter Radchenko
+	Grouped Variable Selection with Discrete Optimization: Computational and Statistical Perspectives	2021	Hussein Hazimeh Rahul Mazumder Peter Radchenko
+	Sparse Convex Regression	2020	Dimitris Bertsimas Nishanth Mundru
+	Near-ideal model selection by ℓ1 minimization	2009	Emmanuel J. Candès Yaniv Plan
+ PDF Chat	Subset Selection for Linear Mixed Models	2022	Daniel R. Kowal
+ PDF Chat	A Model Selection Criterion for High-Dimensional Linear Regression	2018	Arash Owrang Magnus Jansson
+	Subset selection for linear mixed models	2021	Daniel R. Kowal
+	When is best subset selection the "best"?	2020	Jianqing Fan Yongyi Guo Ziwei Zhu
+ PDF Chat	Subset Selection with Shrinkage: Sparse Linear Modeling When the SNR Is Low	2022	Rahul Mazumder Peter Radchenko Antoine Dedieu
+	Variable selection in linear regression models: choosing the best subset is not always the best choice	2023	Moritz Hanke Louis Dijkstra Ronja Foraita Vanessa Didelez
+	Understanding Best Subset Selection: A Tale of Two C(omplex)ities	2023	Saptarshi Roy Ambuj Tewari Ziwei Zhu

Works That Cite This (5)

Action	Title	Year	Authors
+	ARMS: Antithetic-REINFORCE-Multi-Sample Gradient for Binary Variables	2021	Alek Dimitriev Mingyuan Zhou
+	Estimation of Switched Markov Polynomial NARX models	2020	Alessandro Brusaferri Matteo Matteucci Stefano Spinelli
+	Double Control Variates for Gradient Estimation in Discrete Latent Variable Models	2021	Michalis K. Titsias Jiaxin Shi
+	$\ell_0$-based Sparse Canonical Correlation Analysis	2020	Ofir Lindenbaum Moshe Salhov Amir Averbuch Yuval Kluger
+	CARMS: Categorical-Antithetic-REINFORCE Multi-Sample Gradient Estimator.	2021	Alek Dimitriev Mingyuan Zhou

Works Cited by This (46)

Action	Title	Year	Authors
+	The Elements of Statistical Learning	2001	Trevor Hastie J. Friedman Robert Tibshirani
+ PDF Chat	Nearly unbiased variable selection under minimax concave penalty	2010	Cun‐Hui Zhang
+ PDF Chat	Spike and slab variable selection: Frequentist and Bayesian strategies	2005	Hemant Ishwaran J. Sunil Rao
+ PDF Chat	Likelihood-Based Selection and Sharp Parameter Estimation	2012	Xiaotong Shen Wei Pan Yunzhang Zhu
+	Regressions by Leaps and Bounds	2000	George M. Furnival Robert W. Wilson
+	The discarding of variables in multivariate analysis	1967	E. M. L. Beale M. G. Kendall D. W. Mann
+ PDF Chat	The Risk Inflation Criterion for Multiple Regression	1994	Dean P. Foster Edward I. George
+	Bayesian Variable Selection in Linear Regression	1988	Toby J. Mitchell John J. Beauchamp
+	Asymptotic normality of maximum likelihood and its variational approximation for stochastic blockmodels	2013	Peter J. Bickel David Choi Xiangyu Chang Hai Zhang
+	Variable Selection via Gibbs Sampling	1993	Edward I. George Robert E. McCulloch