Searching for just a few words should be enough to get started. If you need to make more complex queries, use the tips below to guide you.
Article type: Research Article
Authors: Lei, Hejiea | Chen, Xingkea | Jian, Lingb; *
Affiliations: [a] College of Science, China University of Petroleum, Qingdao, Shangdong 266580, China | [b] School of Economics and Management, China University of Petroleum, Qingdao, Shangdong 266580, China
Correspondence: [*] Corresponding author: Ling Jian, School of Economics and Management, China University of Petroleum, Qingdao, Shangdong 266580, China. E-mail: bebetter@upc.edu.cn.
Abstract: Least absolute shrinkage and selection operator (LASSO) is one of the most commonly used methods for shrinkage estimation and variable selection. Robust variable selection methods via penalized regression, such as least absolute deviation LASSO (LAD-LASSO), etc., have gained growing attention in works of literature. However those penalized regression procedures are still sensitive to noisy data. Furthermore, “concept drift” makes learning from streaming data fundamentally different from the traditional batch learning. Focusing on the shrinkage estimation and variable selection tasks on noisy streaming data, this paper presents a noise-resilient online learning regression model, i.e. canal-LASSO. Comparing with the LASSO and LAD-LASSO, canal-LASSO is resistant to noisy data in both explanatory variables and response variables. Extensive simulation studies demonstrate satisfactory sparseness and noise-resilient performances of canal-LASSO.
Keywords: LASSO, variable selection, noise-resilient, streaming data, online learning
DOI: 10.3233/IDA-194672
Journal: Intelligent Data Analysis, vol. 24, no. 5, pp. 993-1010, 2020
IOS Press, Inc.
6751 Tepper Drive
Clifton, VA 20124
USA
Tel: +1 703 830 6300
Fax: +1 703 830 2300
sales@iospress.com
For editorial issues, like the status of your submitted paper or proposals, write to editorial@iospress.nl
IOS Press
Nieuwe Hemweg 6B
1013 BG Amsterdam
The Netherlands
Tel: +31 20 688 3355
Fax: +31 20 687 0091
info@iospress.nl
For editorial issues, permissions, book requests, submissions and proceedings, contact the Amsterdam office info@iospress.nl
Inspirees International (China Office)
Ciyunsi Beili 207(CapitaLand), Bld 1, 7-901
100025, Beijing
China
Free service line: 400 661 8717
Fax: +86 10 8446 7947
china@iospress.cn
For editorial issues, like the status of your submitted paper or proposals, write to editorial@iospress.nl
如果您在出版方面需要帮助或有任何建, 件至: editorial@iospress.nl