Best Subset Selection via a Modern Optimization Lens

11 July 2015

Papers citing "Best Subset Selection via a Modern Optimization Lens"

46 / 46 papers shown

Title
A Graphical Global Optimization Framework for Parameter Estimation of Statistical Models with Nonconvex Regularization Functions Danial Davarnia Mohammadreza Kiaghadi 22 0 0 06 May 2025
On support vector machines under a multiple-cost scenario Sandra Benítez-Peña R. Blanquero E. Carrizosa Pepa Ramírez-Cobo 13 11 0 22 Dec 2023
End-to-end Feature Selection Approach for Learning Skinny Trees Shibal Ibrahim Kayhan Behdin Rahul Mazumder 30 0 0 28 Oct 2023
OKRidge: Scalable Optimal k-Sparse Ridge Regression Jiachang Liu Sam Rosen Chudi Zhong Cynthia Rudin 19 4 0 13 Apr 2023
Constrained Optimization of Rank-One Functions with Indicator Variables Soroosh Shafieezadeh-Abadeh Fatma Kılınç Karzan 21 4 0 31 Mar 2023
Fast as CHITA: Neural Network Pruning with Combinatorial Optimization Riade Benbaki Wenyu Chen X. Meng Hussein Hazimeh Natalia Ponomareva Zhe Zhao Rahul Mazumder 18 26 0 28 Feb 2023
A distribution-free mixed-integer optimization approach to hierarchical modelling of clustered and longitudinal data Madhav Sankaranarayanan Intekhab Hossain Tom Chen 15 0 0 06 Feb 2023
Understanding Best Subset Selection: A Tale of Two C(omplex)ities Saptarshi Roy Ambuj Tewari Ziwei Zhu 18 0 0 16 Jan 2023
Relative Sparsity for Medical Decision Problems Samuel J. Weisenthal Sally W. Thurston Ashkan Ertefaie 27 2 0 29 Nov 2022
Sparse PCA With Multiple Components Ryan Cory-Wright J. Pauphilet 34 2 0 29 Sep 2022
Bilevel Optimization for Feature Selection in the Data-Driven Newsvendor Problem Breno Serrano Stefan Minner Maximilian Schiffer Thibaut Vidal 23 8 0 12 Sep 2022
Blessing of Nonconvexity in Deep Linear Models: Depth Flattens the Optimization Landscape Around the True Solution Jianhao Ma S. Fattahi 42 5 0 15 Jul 2022
Learning Sparse Nonlinear Dynamics via Mixed-Integer Optimization Dimitris Bertsimas Wes Gurnee AI4CE 26 43 0 01 Jun 2022
ForestPrune: Compact Depth-Controlled Tree Ensembles Brian Liu Rahul Mazumder 15 5 0 31 May 2022
Feature subset selection for kernel SVM classification via mixed-integer optimization Ryuta Tamura Yuichi Takano Ryuhei Miyashiro 19 2 0 28 May 2022
COMBSS: Best Subset Selection via Continuous Optimization S. Moka Benoit Liquet Hou-Ying Zhu Samuel Muller 28 6 0 05 May 2022
Review of automated time series forecasting pipelines Stefan Meisenbacher Marian Turowski Kaleb Phipps Martin Ratz D. Muller V. Hagenmeyer Ralf Mikut TPM AI4TS 19 52 0 03 Feb 2022
Optimization-based Causal Estimation from Heterogenous Environments Mingzhang Yin Yixin Wang David M. Blei OOD 82 17 0 24 Sep 2021
Predicting Census Survey Response Rates With Parsimonious Additive Models and Structured Interactions Shibal Ibrahim P. Radchenko E. Ben-David Rahul Mazumder 27 2 0 24 Aug 2021
Subset selection for linear mixed models Daniel R. Kowal 12 3 0 27 Jul 2021
A Splicing Approach to Best Subset of Groups Selection Yanhang Zhang Junxian Zhu Jin Zhu Xueqin Wang 18 18 0 23 Apr 2021
Grouped Variable Selection with Discrete Optimization: Computational and Statistical Perspectives Hussein Hazimeh Rahul Mazumder P. Radchenko 32 27 0 14 Apr 2021
Detecting Racial Bias in Jury Selection Jack Dunn Ying Daisy Zhuo 20 1 0 22 Mar 2021
The Nonconvex Geometry of Linear Inverse Problems Armin Eftekhari Peyman Mohajerin Esfahani 15 1 0 07 Jan 2021
Certifiably Optimal Sparse Sufficient Dimension Reduction Lei Yan Xin Chen 14 1 0 15 Dec 2020
Smoothed Quantile Regression with Large-Scale Inference Xuming He Xiaoou Pan Kean Ming Tan Wen-Xin Zhou 14 93 0 09 Dec 2020
Best subset selection is robust against design dependence Yongyi Guo Ziwei Zhu Jianqing Fan 13 7 0 03 Jul 2020
Sparse Regression at Scale: Branch-and-Bound rooted in First-Order Optimization Hussein Hazimeh Rahul Mazumder A. Saab 86 87 0 13 Apr 2020
IPBoost -- Non-Convex Boosting via Integer Programming M. Pfetsch S. Pokutta 9 6 0 11 Feb 2020
The Price of Interpretability Dimitris Bertsimas A. Delarue Patrick Jaillet Sébastien Martin 23 33 0 08 Jul 2019
A unified approach to mixed-integer optimization problems with logical constraints Dimitris Bertsimas Ryan Cory-Wright J. Pauphilet 27 41 0 03 Jul 2019
Optimization Problems for Machine Learning: A Survey Claudio Gambella Bissan Ghaddar Joe Naoum-Sawaya AI4CE 30 178 0 16 Jan 2019
Learning non-smooth models: instrumental variable quantile regressions and related problems Yinchu Zhu 16 5 0 17 May 2018
Active Metric Learning for Supervised Classification K. Kumaran Dimitri J. Papageorgiou Yu-Ting Chang Minhan Li Martin Takáč 17 11 0 28 Mar 2018
Discrete Potts Model for Generating Superpixels on Noisy Images Ruobing Shen Xiaoyu Chen Xiangrui Zheng Gerhard Reinelt SupR 18 5 0 20 Mar 2018
Fast Best Subset Selection: Coordinate Descent and Local Combinatorial Optimization Algorithms Hussein Hazimeh Rahul Mazumder 22 180 0 05 Mar 2018
Linear Regression with Sparsely Permuted Data M. Slawski E. Ben-David 34 71 0 16 Oct 2017
Sparse Hierarchical Regression with Polynomials Dimitris Bertsimas Bart P. G. Van Parys 26 8 0 28 Sep 2017
Exact computation of GMM estimators for instrumental variable quantile regression models Le‐Yu Chen S. Lee 9 30 0 28 Mar 2017
Information Theoretic Optimal Learning of Gaussian Graphical Models Sidhant Misra Marc Vuffray A. Lokhov 18 5 0 15 Mar 2017
Learning Optimized Risk Scores Berk Ustun Cynthia Rudin 17 82 0 01 Oct 2016
Model Selection for Treatment Choice: Penalized Welfare Maximization Eric Mbakop Max Tabord-Meehan 31 65 0 11 Sep 2016
Minimization of Akaike's Information Criterion in Linear Regression Analysis via Mixed Integer Nonlinear Program K. Kimura Hayato Waki 9 28 0 16 Jun 2016
Regularization vs. Relaxation: A conic optimization perspective of statistical variable selection Hongbo Dong Kun Chen Jeff T. Linderoth 39 59 0 20 Oct 2015
On the Sensitivity of the Lasso to the Number of Predictor Variables Cheryl J. Flynn Clifford M. Hurvich J. Simonoff 33 14 0 18 Mar 2014
$Near-ideal model selection by $\ell_1$ minimization$ Near-ideal model selection by $\ell_1$ minimization Emmanuel J. Candès Y. Plan 129 215 0 02 Jan 2008