Deprecated: Implicit conversion from float 209.6 to int loses precision in C:\Inetpub\vhosts\kidney.de\httpdocs\pget.php on line 534
Deprecated: Implicit conversion from float 209.6 to int loses precision in C:\Inetpub\vhosts\kidney.de\httpdocs\pget.php on line 534
Warning: imagejpeg(C:\Inetpub\vhosts\kidney.de\httpdocs\phplern\26759522
.jpg): Failed to open stream: No such file or directory in C:\Inetpub\vhosts\kidney.de\httpdocs\pget.php on line 117 J+Comput+Graph+Stat
2015 ; 24
(3
): 627-654
Nephropedia Template TP
gab.com Text
Twit Text FOAVip
Twit Text #
English Wikipedia
Learning interactions via hierarchical group-lasso regularization
#MMPMID26759522
Lim M
; Hastie T
J Comput Graph Stat
2015[]; 24
(3
): 627-654
PMID26759522
show ga
We introduce a method for learning pairwise interactions in a linear regression
or logistic regression model in a manner that satisfies strong hierarchy:
whenever an interaction is estimated to be nonzero, both its associated main
effects are also included in the model. We motivate our approach by modeling
pairwise interactions for categorical variables with arbitrary numbers of levels,
and then show how we can accommodate continuous variables as well. Our approach
allows us to dispense with explicitly applying constraints on the main effects
and interactions for identifiability, which results in interpretable interaction
models. We compare our method with existing approaches on both simulated and real
data, including a genome-wide association study, all using our R package
glinternet.