Applying Penalized Binary Logistic Regression with Correlation Based Elastic Net for Variables Selection

Applying Penalized Binary Logistic Regression with Correlation Based Elastic Net for Variables Selection

Reduction of the high dimensional classification using penalized logistic regression is one of the challenges in applying binary logistic regression. The applied penalized method, correlation based elastic penalty (CBEP), was used to overcome the limitation of LASSO and elastic net in variable selection when there are perfect correlation among explanatory variables. The performance of the CBEP ...

Phylogenetic logistic regression for binary dependent variables.

We develop statistical methods for phylogenetic logistic regression in which the dependent variable is binary (0 or 1) and values are nonindependent among species, with phylogenetically related species tending to have the same value of the dependent variable. The methods are based on an evolutionary model of binary traits in which trait values switch between 0 and 1 as species evolve up a phylo...

Logistic Regression with Group `1 vs. Elastic Net Regularization

Penalized regression with correlation-based penalty

A new regularization method for regression models is proposed. The criterion to be minimized contains a penalty term which explicitly links strength of penalization to the correlation between predictors. As the elastic net, the method encourages a grouping effect where strongly correlated predictors tend to be in or out of the model together. A boosted version of the penalized estimator, which ...

www.econstor.eu Penalized Regression with Correlation Based Penalty

A new regularization method for regression models is proposed. The criterion to be minimized contains a penalty term which explicitly links strength of penalization to the correlation between predictors. As the elastic net, the method encourages a grouping effect where strongly correlated predictors tend to be in or out of the model together. A boosted version of the penalized estimator, which ...