Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS


Zh. Vychisl. Mat. Mat. Fiz.:
Year:
Volume:
Issue:
Page:
Find




Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register

Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2015, Volume 55, Number 3, Pages 530–544
DOI: https://doi.org/10.7868/S0044466915030047 (Mi zvmmf10179) 		 
This article is cited in 2 scientific papers (total in 2 papers)

Regression model based on convex combinations best correlated with response

A. A. Dokukin, O. V. Senko

Dorodnicyn Computing Center, Federal Research Center "Computer Science and Control" of Russian Academy of Sciences, ul. Vavilova 40, Moscow, 119333, Russia
Full-text PDF (764 kB) Citations (2)
References:
PDF
HTML
DOI: https://doi.org/10.7868/S0044466915030047
Abstract: A new regression method based on constructing optimal convex combinations of simple linear regressions of the least squares method (LSM regressions) built from original regressors is presented. It is shown that, in fact, this regression method is equivalent to a modification of the LSM including the additional requirement of the coincidence of the sign of the regression parameter with that of the correlation coefficient between the corresponding regressor and the response. A method for constructing optimal convex combinations based on the concept of nonexpandable irreducible ensembles is described. Results of experiments comparing the developed method with the known glmnet algorithm are presented, which confirm the efficiency of the former.
Key words: regression, convex correction, regularization.
Received: 10.09.2013
Revised: 29.09.2014
English version:
Computational Mathematics and Mathematical Physics, 2015, Volume 55, Issue 3, Pages 526–539
DOI: https://doi.org/10.1134/S0965542515030045
Bibliographic databases:
Document Type: Article
UDC: 519.7
MSC: Primary 62J05; Secondary 93E24
Language: Russian
Citation: A. A. Dokukin, O. V. Senko, “Regression model based on convex combinations best correlated with response”, Zh. Vychisl. Mat. Mat. Fiz., 55:3 (2015), 530–544; Comput. Math. Math. Phys., 55:3 (2015), 526–539
Citation in format AMSBIB
\Bibitem{DokSen15}
\by A.~A.~Dokukin, O.~V.~Senko
\paper Regression model based on convex combinations best correlated with response
\jour Zh. Vychisl. Mat. Mat. Fiz.
\yr 2015
\vol 55
\issue 3
\pages 530--544
\mathnet{http://mi.mathnet.ru/zvmmf10179}
\crossref{https://doi.org/10.7868/S0044466915030047}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=3334451}
\zmath{https://zbmath.org/?q=an:06458228}
\elib{https://elibrary.ru/item.asp?id=22995548}
\transl
\jour Comput. Math. Math. Phys.
\yr 2015
\vol 55
\issue 3
\pages 526--539
\crossref{https://doi.org/10.1134/S0965542515030045}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000352701800016}
\elib{https://elibrary.ru/item.asp?id=24024008}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-84928168832}
Linking options:
  • https://www.mathnet.ru/eng/zvmmf10179
  • https://www.mathnet.ru/eng/zvmmf/v55/i3/p530
    • This publication is cited in the following 2 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Журнал вычислительной математики и математической физики Computational Mathematics and Mathematical Physics
    Statistics & downloads:
    Abstract page:236
    Full-text PDF :82
    References:37
    First page:6
     
      Contact us:
    		  Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024