Nonparametric regression and classification with joint sparsity constraints

Han Liu, John Lafferty, Larry Wasserman

Research output: Chapter in Book/Report/Conference proceedingConference contribution

19 Scopus citations

Abstract

We propose new families of models and algorithms for high-dimensional nonparametric learning with joint sparsity constraints. Our approach is based on a regularization method that enforces common sparsity patterns across different function components in a nonparametric additive model. The algorithms employ a coordinate descent approach that is based on a functional soft-thresholding operator. The framework yields several new models, including multi-task sparse additive models, multi-response sparse additive models, and sparse additive multi-category logistic regression. The methods are illustrated with experiments on synthetic data and gene microarray data.

Original languageEnglish (US)
Title of host publicationAdvances in Neural Information Processing Systems 21 - Proceedings of the 2008 Conference
Pages969-976
Number of pages8
StatePublished - Dec 1 2009
Event22nd Annual Conference on Neural Information Processing Systems, NIPS 2008 - Vancouver, BC, Canada
Duration: Dec 8 2008Dec 11 2008

Publication series

NameAdvances in Neural Information Processing Systems 21 - Proceedings of the 2008 Conference

Other

Other22nd Annual Conference on Neural Information Processing Systems, NIPS 2008
CountryCanada
CityVancouver, BC
Period12/8/0812/11/08

All Science Journal Classification (ASJC) codes

  • Information Systems

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