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Trace Lasso Regularization for Adap...

发布时间:2018-01-19浏览次数:18

 

讲座题目

Trace Lasso Regularization for Adaptive Sparse Canonical Correlation Analysis with Applications

讲 座 人

讲座人

职称、职务

教授

主持人

许弘雷

讲座类型

R自然科学

讲座对象

全校师生

举办时间

2018/1/12 14:30

□社会科学

举办地点

C1-206

 

  彭拯,为福州大学数学与计算机科学学院教授,博士生导师,当前主持国家自然科学基金一项。

June 2008: Ph. D., Department of Mathematics, Shanghai University
June 2003: M.Sc., Department of Mathematics, Hunan Normal University
June 1991: B.Sc., Department of Mathematics, YueYang Normal College
June. 1998: B.Sc., Department of Computer Science, Xiangtan University

讲    座

主要内容

By adapting the trace Lasso and Lasso regularization, an adaptive sparse version of CCA (adaptive SCCA for short) is proposed. The adaptive SCCA reduces the instability of the estimator when covariates are highly correlated, and thus improves their interpretation.  The adaptive SCCA model is reformulated to an orthogonality constrained optimization problem, and an effective splitting method is proposed for solving the resulting problem, The performance of the proposed SCCA model is compared with other sparse CCA techniques in different simulation settings, and the validity is also illustrated on the real genomic data sets.