@article{e1ec79bce7b849138ed1e0b83bf4a55e,
title = "Classification by sparse generalized additive models",
abstract = "We consider (nonparametric) sparse (generalized) additive models (SpAM) for classification. The design of a SpAM classifier is based on minimizing the logistic loss with a sparse group Lasso/Slope-type penalties on the coefficients of univariate additive components{\textquoteright} expansions in orthonormal series (e.g., Fourier or wavelets). The resulting classifier is inherently adaptive to the unknown sparsity and smoothness. We show that under certain sparse group restricted eigenvalue condition it is nearlyminimax (up to log-factors) simultaneously across the entire range of analytic, Sobolev and Besov classes. The performance of the proposed classifier is illustrated on a simulated and a real-data examples.",
keywords = "Logistic regression, minimaxity, misclassification excess risk, nonparametric classification, sparse group Lasso/Slope",
author = "Felix Abramovich",
note = "Publisher Copyright: {\textcopyright} 2024, Institute of Mathematical Statistics. All rights reserved.",
year = "2024",
doi = "10.1214/24-ejs2246",
language = "אנגלית",
volume = "18",
pages = "2021--2041",
journal = "Electronic Journal of Statistics",
issn = "1935-7524",
publisher = "Institute of Mathematical Statistics",
number = "1",
}