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S�lection de Variables Et Estimateurs de Type Lasso: (Omn.Univ.Europ.)

S�lection de Variables Et Estimateurs de Type Lasso: (Omn.Univ.Europ.)


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About the Book

Le probl�me g�n�ral �tudi� dans cette th�se est celui de la r�gression lin�aire en grande dimension. On s'int�resse particuli�rement aux m�thodes d'estimation qui capturent la sparsit� du param�tre cible. Une m�thode populaire pour estimer le param�tre inconnu de la r�gression dans ce contexte est l'estimateur des moindres carr�s p�nalis�s par la norme l1 des coefficients, connu sous le nom de LASSO. Les contributions de cet ouvrage portent sur l'�tude de variantes de l'estimateur LASSO pour prendre en compte soit des informations suppl�mentaires sur les variables d'entr�e, soit des modes semi-supervis�s d'acquisition des donn�es. Plus pr�cis�ment, les questions abord�es dans ce travail sont: l'estimation du param�tre inconnu lorsque l'espace des variables explicatives a une structure bien d�termin�e (pr�sence de corr�lations, structure d'ordre sur les variables ou regroupements entre variables); la construction d'estimateurs adapt�s au cadre transductif, pour lequel les nouvelles observations non �tiquet�es sont prises en consid�ration. Ces adaptations sont en partie d�duites par une modification de la p�nalit� dans la d�finition de l'estimateur LASSO.


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Product Details
  • ISBN-13: 9783841784414
  • Publisher: Omniscriptum
  • Publisher Imprint: Omniscriptum
  • Height: 229 mm
  • No of Pages: 220
  • Returnable: N
  • Spine Width: 13 mm
  • Width: 152 mm
  • ISBN-10: 3841784410
  • Publisher Date: 28 Feb 2018
  • Binding: Paperback
  • Language: French
  • Returnable: N
  • Series Title: Omn.Univ.Europ.
  • Weight: 381 gr


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