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Sparse classification with paired covariates
Authors:Rauschenberger  Armin  Ciocănea-Teodorescu  Iuliana  Jonker  Marianne A.  Menezes  Renée X.  van de Wiel  Mark A.
Affiliation:1.Department of Epidemiology and Biostatistics, Amsterdam UMC, VU University Amsterdam, Amsterdam, The Netherlands
;2.Luxembourg Centre for Systems Biomedicine, University of Luxembourg, Esch-sur-Alzette, Luxembourg
;3.Department for Health Evidence, Radboud University Medical Center, Nijmegen, The Netherlands
;4.MRC Biostatistics Unit, University of Cambridge, Cambridge, UK
;
Abstract:Advances in Data Analysis and Classification - This paper introduces the paired lasso: a generalisation of the lasso for paired covariate settings. Our aim is to predict a single response from two...
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