Lassonet: A neural network with feature sparsity

I Lemhadri, F Ruan, L Abraham, R Tibshirani - Journal of Machine …, 2021 - jmlr.org
Much work has been done recently to make neural networks more interpretable, and one
approach is to arrange for the network to use only a subset of the available features. In linear …

High dimensional forecasting via interpretable vector autoregression

WB Nicholson, I Wilms, J Bien, DS Matteson - Journal of Machine Learning …, 2020 - jmlr.org
Vector autoregression (VAR) is a fundamental tool for modeling multivariate time series.
However, as the number of component series is increased, the VAR model becomes …

Lassonet: Neural networks with feature sparsity

I Lemhadri, F Ruan… - … conference on artificial …, 2021 - proceedings.mlr.press
Much work has been done recently to make neural networks more interpretable, and one
approach is to arrange for the network to use only a subset of the available features. In linear …

Hierarchical sparse modeling: A choice of two group lasso formulations

X Yan, J Bien - 2017 - projecteuclid.org
Demanding sparsity in estimated models has become a routine practice in statistics. In many
situations, we wish to require that the sparsity patterns attained honor certain problem …

Forecast of hourly global horizontal irradiance based on structured kernel support vector machine: A case study of Tibet area in China

H Jiang, Y Dong - Energy Conversion and Management, 2017 - Elsevier
Various applications of forecasting effective global horizontal irradiance play increasingly
vital role in grid-connected photovoltaic installations, but suffer from forecasting inaccuracy …

A pliable lasso

R Tibshirani, J Friedman - Journal of Computational and Graphical …, 2020 - Taylor & Francis
We propose a generalization of the lasso that allows the model coefficients to vary as a
function of a general set of some prespecified modifying variables. These modifiers might be …

A multi-stage intelligent approach based on an ensemble of two-way interaction model for forecasting the global horizontal radiation of India

H Jiang, Y Dong, L Xiao - Energy Conversion and Management, 2017 - Elsevier
Forecasting of effective solar irradiation has developed a huge interest in recent decades,
mainly due to its various applications in grid connect photovoltaic installations. This paper …

Reluctant interaction modeling

G Yu, J Bien, R Tibshirani - arXiv preprint arXiv:1907.08414, 2019 - arxiv.org
Including pairwise interactions between the predictors of a regression model can produce
better predicting models. However, to fit such interaction models on typical data sets in …

High-dimensional Gaussian graphical regression models with covariates

J Zhang, Y Li - Journal of the American Statistical Association, 2023 - Taylor & Francis
Though Gaussian graphical models have been widely used in many scientific fields,
relatively limited progress has been made to link graph structures to external covariates. We …

Structured gene-environment interaction analysis

M Wu, Q Zhang, S Ma - Biometrics, 2020 - academic.oup.com
For the etiology, progression, and treatment of complex diseases, gene-environment (GE)
interactions have important implications beyond the main G and E effects. GE interaction …