2021
DOI: 10.1016/j.jeconom.2020.07.017
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Max-linear regression models with regularization

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Cited by 25 publications
(36 citation statements)
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“…On the other hand, compared with different classifiers with dozens of genes as predictors, the five-gene-based competing classifier is the most sparse gene-based classifier. Moreover, as discussed in Cui et al (2020) that the classical linear regression is a particular case of the competing factor regression; the classical logistic model is a particular case of the competing factor classifier. In terms of the competing factor classifier itself, if the number of competing factors or the number of gene predictors can be reduced, the five-gene-based competing factor classifier is overfitting the data.…”
Section: Discussionmentioning
confidence: 99%
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“…On the other hand, compared with different classifiers with dozens of genes as predictors, the five-gene-based competing classifier is the most sparse gene-based classifier. Moreover, as discussed in Cui et al (2020) that the classical linear regression is a particular case of the competing factor regression; the classical logistic model is a particular case of the competing factor classifier. In terms of the competing factor classifier itself, if the number of competing factors or the number of gene predictors can be reduced, the five-gene-based competing factor classifier is overfitting the data.…”
Section: Discussionmentioning
confidence: 99%
“…The max-linear competing factor models (Cui and Zhang, 2018), the max-linear regression models (Cui et al, 2020), and the max-linear logistic models (Xu, 2019) have an advantage over existing models in a large class of research problems, e.g., nonlinear predictions and classifications. These models are different from the random forest, support vector machine, group lasso based machine learning methods, and deep learning methods.…”
Section: Statistical Methodologymentioning
confidence: 99%
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“…The max-linear competing factor models are different from the popular models mentioned earlier. The max-linear competing factor models are interpretable and outperform existing methods (e.g., random forest and graphical group lasso) in estimation accuracy and prediction power under broad data structures 19 . For the theoretical foundation of these new models, we refer the readers to papers 19;18;21;20;22;23 .…”
Section: The Algorithmmentioning
confidence: 92%
“…The most recently developed machine learning methods: max-linear competing factor models 18 , maxlinear regression models 19 , and max-linear logistic models 20;17 , have proven to be a widely applicable class of new models in statistical analysis and max-linear machine learning. The difference between the max-linear competing models and the classical statistical models is that the original linear combination of predictors is replaced by the maximum of several linear combinations of predictors, called competing factors or competingrisk factors.…”
Section: The Algorithmmentioning
confidence: 99%