In this talk, we consider the regularized multi-response regression problem where there exists some structural relation within the responses and also between the covariates and a set of modifying variables. These structures allows the model to form several overlapping groups which are notoriously difficult to handle. To handle this problem, we propose MADMMplasso, a novel regularized regression method. This method is able to find covariates and their corresponding interactions, with some joint association with multiple related responses. We allow the interaction term between covariate and modifying variable to be included in a (weak) asymmetrical hierarchical manner by first considering whether the corresponding covariate main term is in the model. For parameter estimation, we develop an ADMM algorithm that allows us to implement the overlapping groups in a simple way.
Program
11:30 – Doors open and lunch is served
12:00 – "Modeling high-dimensional interaction problems with the pliable lasso" by Theophilus Quachie Asenso (Postdoctoral Fellow, Oslo Centre for Biostatistics and Epidemiology)
This event is open for all PhD candidates and postdocs. No registration needed.
About the seminar series
Once a month, dScience will invite you to join us for lunch, soft drinks and professional talks at the Science Library. In addition to these, we will serve lunch to PhD candidates in our lounge in Kristine Bonnevies hus every Thursday. Due to limited space (40 people), this will be first come, first served. See how to find us here (download).
Our lounge can also be booked by PhDs and Postdocs on a regular basis, whether it is for a meeting or just to hang out – we have fresh coffee all day long! Read more about the seminar series here.