Saved in:
Bibliographic Details
Main Authors: Liu, Zihe, Saha, Diptarka, Liang, Feng
Format: Preprint
Published: 2024
Subjects:
Online Access:https://arxiv.org/abs/2411.00256
Tags: Add Tag
No Tags, Be the first to tag this record!
_version_ 1866913569561378816
author Liu, Zihe
Saha, Diptarka
Liang, Feng
author_facet Liu, Zihe
Saha, Diptarka
Liang, Feng
contents This study introduces Variational Automatic Relevance Determination (VARD), a novel approach tailored for fitting sparse additive regression models in high-dimensional settings. VARD distinguishes itself by its ability to independently assess the smoothness of each feature while enabling precise determination of whether a feature's contribution to the response is zero, linear, or nonlinear. Further, an efficient coordinate descent algorithm is introduced to implement VARD. Empirical evaluations on simulated and real-world data underscore VARD's superiority over alternative variable selection methods for additive models.
format Preprint
id arxiv_https___arxiv_org_abs_2411_00256
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Bayesian Smoothing and Feature Selection Using variational Automatic Relevance Determination
Liu, Zihe
Saha, Diptarka
Liang, Feng
Methodology
This study introduces Variational Automatic Relevance Determination (VARD), a novel approach tailored for fitting sparse additive regression models in high-dimensional settings. VARD distinguishes itself by its ability to independently assess the smoothness of each feature while enabling precise determination of whether a feature's contribution to the response is zero, linear, or nonlinear. Further, an efficient coordinate descent algorithm is introduced to implement VARD. Empirical evaluations on simulated and real-world data underscore VARD's superiority over alternative variable selection methods for additive models.
title Bayesian Smoothing and Feature Selection Using variational Automatic Relevance Determination
topic Methodology
url https://arxiv.org/abs/2411.00256