Sparse additive machine with pinball loss
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DOI: 10.1016/j.neucom.2020.12.129
Abstract: Abstract Sparse additive models have shown promising performance for classification and variable selection in high-dimensional data analysis. However, existing methods are limited to the error metric associated with hinge loss, which are sensitive to noise… read more here.
Keywords: additive machine; pinball loss; sparse additive; machine pinball ... See more keywords