Search Results for author: Felix Abramovich

Found 3 papers, 0 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 +1

High-dimensional classification by sparse logistic regression

no code implementations26 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.

Classification Feature Selection +2

Classification with many classes: challenges and pluses

no code implementations4 Jun 2015 Felix Abramovich, Marianna Pensky

The objective of the paper is to study accuracy of multi-class classification in high-dimensional setting, where the number of classes is also large ("large $L$, large $p$, small $n$" model).

Classification Feature Selection +2

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