most citedGeneralization Error Bounds for Multiclass Sparse Linear Classifiers

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math.ST2022★ 1 cited

Generalization Error Bounds for Multiclass Sparse Linear Classifiers

Tomer Levy, Felix Abramovich

We consider high-dimensional multiclass classification by sparse multinomial logistic regression. Unlike binary classification, in the multiclass setup one can think about an entir…

math.ST2020

Multiclass classification by sparse multinomial logistic regression

Felix Abramovich, Vadim Grinshtein, Tomer Levy

In this paper we consider high-dimensional multiclass classification by sparse multinomial logistic regression. We propose first a feature selection procedure based on penalized ma…