Optimizing the Union of Intersections LASSO ($UoI_{LASSO}$) and Vector Autoregressive ($UoI_{VAR}$) Algorithms for Improved Statistical Estimation at Scale

21 Aug 2018Mahesh BalasubramanianTrevor RuizBrandon CookSharmodeep BhattacharyyaPrabhatAviral ShrivastavaKristofer Bouchard

The analysis of scientific data of increasing size and complexity requires statistical machine learning methods that are both interpretable and predictive. Union of Intersections (UoI), a recently developed framework, is a two-step approach that separates model selection and model estimation... (read more)

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