- Tytuł:
- Generalized ordered linear regression with regularization
- Autorzy:
-
Łęski, J.
Henzel, N. - Powiązania:
- https://bibliotekanauki.pl/articles/201591.pdf
- Data publikacji:
- 2012
- Wydawca:
- Polska Akademia Nauk. Czytelnia Czasopism PAN
- Tematy:
-
linear regression
IRLS
OWA
conjugate gradient optimization
robust methods - Opis:
- Linear regression analysis has become a fundamental tool in experimental sciences. We propose a new method for parameter estimation in linear models. The 'Generalized Ordered Linear Regression with Regularization' (GOLRR) uses various loss functions (including the o-insensitive ones), ordered weighted averaging of the residuals, and regularization. The algorithm consists in solving a sequence of weighted quadratic minimization problems where the weights used for the next iteration depend not only on the values but also on the order of the model residuals obtained for the current iteration. Such regression problem may be transformed into the iterative reweighted least squares scenario. The conjugate gradient algorithm is used to minimize the proposed criterion function. Finally, numerical examples are given to demonstrate the validity of the method proposed.
- Źródło:
-
Bulletin of the Polish Academy of Sciences. Technical Sciences; 2012, 60, 3; 481-489
0239-7528 - Pojawia się w:
- Bulletin of the Polish Academy of Sciences. Technical Sciences
- Dostawca treści:
- Biblioteka Nauki
Artykuł