Joint Nuclear and $\ell_1$ Regularization for Logistic Matrix Regression with Applications to Brain Imaging
We introduce a new convex optimization framework for logistic scalar-on-matrix regression which incorporates nuclear and $\ell_1$ norm penalties to enforce simultaneously low-rank and sparse structures in the estimated coefficient matrix. The proposed method enables interpretable modeling of high-dimensional matrix-valued predictors in the presence of binary responses. We derive a custom algorithm based on the Alternating Direction Method of Multipliers (ADMM) to efficiently solve the resulting convex optimization problem and establish the theoretical properties of the obtained solution. Numerical experiments clearly demonstrate the effectiveness of our method in recovering meaningful predictive patterns. Finally, we apply our method to the brain imaging data to identify structures in functional brain connectivity matrices that are characteristic of subjects with a family history of alcohol use disorders (AUDs).
Code (0)
등록된 구현이 없습니다.
Similar Papers 제목 키워드 기반
Low-Rank Matrix Regression via Least-Angle Regression
Low-rank matrix regression is a fundamental problem in data science with various applications in systems and control. Nuclear norm regularization has been widely applied to solve this problem due to its convexity. Howeve…
Computational EfficiencyregressionSparse LearningMissing Not at Random in Matrix Completion: The Effectiveness of Estimating Missingness Probabilities Under a Low Nuclear Norm Assumption
Matrix completion is often applied to data with entries missing not at random (MNAR). For example, consider a recommendation system where users tend to only reveal ratings for items they like. In this case, a matrix comp…
Matrix CompletionregressionRegularization-free estimation in trace regression with symmetric positive semidefinite matrices
Over the past few years, trace regression models have received considerable attention in the context of matrix completion, quantum state tomography, and compressed sensing. Estimation of the underlying matrix from regula…
compressed sensingMatrix CompletionQuantum State TomographyregressionAn Analysis of Dropout for Matrix Factorization
Dropout is a simple yet effective algorithm for regularizing neural networks by randomly dropping out units through Bernoulli multiplicative noise, and for some restricted problem classes, such as linear or logistic regr…
Double Weighted Truncated Nuclear Norm Regularization for Low-Rank Matrix Completion
Matrix completion focuses on recovering a matrix from a small subset of its observed elements, and has already gained cumulative attention in computer vision. Many previous approaches formulate this issue as a low-rank m…
Low-Rank Matrix CompletionMatrix Completion