Variable selection has been a hot topic, with various popular methods including lasso, SCAD, and elastic net. These penalized regression algorithms remain sensitive to noisy data. Furthermore, “concept drift” fundamentally distinguishes streaming data learning from batch learning. This article presents a method for noise-resistant regularization and variable selection in noisy data streams with multicollinearity, dubbed canal-adaptive elastic net, which is similar to elastic net and encourages grouping effects. In comparison to lasso, the canal adaptive elastic net is especially advantageous when the number of predictions (p) is significantly larger than the number of observations (n), and the data are multi-collinear. Numerous simulation experiments have confirmed that canal-adaptive elastic net has higher prediction accuracy than lasso, ridge regression, and elastic net in data with multicollinearity and noise.
When the spatial response variables are discrete, the spatial logistic autoregressive model adds an additional network structure to the ordinary logistic regression model to improve the classification accuracy. With the emergence of high-dimensional data in various fields, sparse spatial logistic regression models have attracted a great deal of interest from researchers. For the high-dimensional spatial logistic autoregressive model, in this paper, we propose a variable selection method with for the spatial logistic model. To identify important variables and make predictions, one efficient algorithm is employed to solve the penalized likelihood function. Simulations and a real example show that our methods perform well in a limited sample.
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