Search Results for author: Vadim Grinshtein

Found 2 papers, 1 papers with code

Multiclass classification by sparse multinomial logistic regression

no code implementations4 Mar 2020 Felix Abramovich, Vadim Grinshtein, Tomer Levy

We propose first a feature selection procedure based on penalized maximum likelihood with a complexity penalty on the model size and derive the nonasymptotic bounds for misclassification excess risk of the resulting classifier.

Classification feature selection +2

High-dimensional classification by sparse logistic regression

1 code implementation26 Jun 2017 Felix Abramovich, Vadim Grinshtein

To find a model selection procedure computationally feasible for high-dimensional data, we extend the Slope estimator for logistic regression and show that under an additional weighted restricted eigenvalue condition it is rate-optimal in the minimax sense.

Binary Classification Classification +5

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