Spike-and-Slab LASSO Generalized Additive Models and Scalable Algorithms for High-Dimensional Data Analysis

Boyi Guo, Byron C. Jaeger, A. K. M. Fazlur Rahman +2

There are proposals that extend the classical generalized additive models (GAMs) to accommodate high-dimensional data ($p>>n$) using group sparse regularization. However, the spars…