Speaker: Daniela Witten

Flexible and Interpretable Regression Using Convex Penalties

Flexible and Interpretable Regression Using Convex Penalties

We consider the problem of fitting a regression model that is both flexible and interpretable. We propose two procedures for this task: the Fused Lasso Additive Model (FLAM), which is an additive model of piecewise constant fits; and Convex Regression with Interpretable Sharp Partitions (CRISP), which extends FLAM to allow for non-additivity. Both FLAM and […]

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Flexible and Interpretable Regression Using Convex Penalties

Flexible and Interpretable Regression Using Convex Penalties

We consider the problem of fitting a regression model that is both flexible and interpretable. We propose two procedures for this task: the Fused Lasso Additive Model (FLAM), which is an additive model of piecewise constant fits; and Convex Regression with Interpretable Sharp Partitions (CRISP), which extends FLAM to allow for non-additivity. Both FLAM and […]

Read More