Learning Hierarchical Interactions at Scale: A Convex Optimization Approach
In many learning settings, it is beneficial toaugment the main features with pairwise in-teractions. Such interaction models can beoften enhanced by performing variable selec-tion under the so-calledstrong hierarchycon-straint: an interaction is non-zero only if itsassociated main features are non-z...
| Main Authors: | , |
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| Other Authors: | , |
| Format: | Article |
| Language: | English |
| Published: |
International Machine Learning Society,
2021-04-06T13:49:15Z.
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| Subjects: | |
| Online Access: | Get fulltext |