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弱分层交互Lasso罚logistic回归模型和改进坐标下降算法

Jing Li,Hui Yu,Jinjia Wang

Chinese High Technology Letters（2020）

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Abstract
基于变量交互和分层思想,提出了一种弱分层交互Lasso罚logistic回归模型.首先给出了交互模型定义和弱分层约束条件,然后给出了凸松弛条件和基于坐标下降法的系数求解算法.在4个UCI机器学习数据集和1个日常生活活动识别数据集上进行实验,实验结果证明了变量交互对分类也有贡献,分层对分类也有贡献.分层交互Lasso兼具Lasso和交互Lasso的优点.
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