Tuning parameter calibration for ℓ1-regularized logistic regression

Title
Tuning parameter calibration for ℓ1-regularized logistic regression
Authors
Keywords
Feature selection, Penalized logistic regression, Tuning parameter calibration
Journal
JOURNAL OF STATISTICAL PLANNING AND INFERENCE
Volume 202, Issue -, Pages 80-98
Publisher
Elsevier BV
Online
2019-02-16
DOI
10.1016/j.jspi.2019.01.006

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