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math.ST2022
Classification by sparse generalized additive models
Felix Abramovich
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 g…
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…