no code implementations • 11 Apr 2021 • Ruipeng Dong, Daoji Li, Zemin Zheng
In this paper, we propose a scalable and computationally efficient procedure, called PEER, for large-scale multi-response regression with incomplete outcomes, where both the numbers of responses and predictors can be high-dimensional.
no code implementations • 28 May 2016 • Yingying Fan, Yinfei Kong, Daoji Li, Jinchi Lv
The suggested method first reduces the number of interactions and main effects to a moderate scale by a new feature screening approach, and then selects important interactions and main effects in the reduced feature space using regularization methods.
no code implementations • 11 May 2016 • Yinfei Kong, Daoji Li, Yingying Fan, Jinchi Lv
Feature interactions can contribute to a large proportion of variation in many prediction models.
no code implementations • 5 Jan 2015 • Yingying Fan, Yinfei Kong, Daoji Li, Zemin Zheng
We propose a two-step procedure, IIS-SQDA, where in the first step an innovated interaction screening (IIS) approach based on transforming the original $p$-dimensional feature vector is proposed, and in the second step a sparse quadratic discriminant analysis (SQDA) is proposed for further selecting important interactions and main effects and simultaneously conducting classification.