L0-constrained regression for data mining

  • Authors:
  • Zhili Wu;Chun-Hung Li

  • Affiliations:
  • Department of Computer Science, Hong Kong Baptist University, Kowloon Tong, Hong Kong;Department of Computer Science, Hong Kong Baptist University, Kowloon Tong, Hong Kong

  • Venue:
  • PAKDD'07 Proceedings of the 11th Pacific-Asia conference on Advances in knowledge discovery and data mining
  • Year:
  • 2007

Quantified Score

Hi-index 0.00

Visualization

Abstract

L2 and L1 constrained regression methods, such as ridge regression and Lasso, have been generally known for their fitting ability. Recently, L0- constrained classifications have been used for feature selection and classifier construction. This paper proposes an L0 constrained regression method, which aims to minimize both the epsilon-insensitive fitting errors and L0 constraints on regression coefficients. Our L0-constrained regression can be efficiently approximated by successive linearization algorithm, and shows the favorable properties of selecting a compact set of fitting coefficients and tolerating small fitting errors. To make our L0 constrained regression generally applicable, the extension to nonlinear regression is also addressed in this paper.