Generalized L1 penalized matrix factorization

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Standard

Generalized L1 penalized matrix factorization. / Rasmussen, Morten Arendt.

I: Journal of Chemometrics, Bind 31, Nr. 4, e2855, 2017.

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

Harvard

Rasmussen, MA 2017, 'Generalized L1 penalized matrix factorization', Journal of Chemometrics, bind 31, nr. 4, e2855. https://doi.org/10.1002/cem.2855

APA

Rasmussen, M. A. (2017). Generalized L1 penalized matrix factorization. Journal of Chemometrics, 31(4), [e2855]. https://doi.org/10.1002/cem.2855

Vancouver

Rasmussen MA. Generalized L1 penalized matrix factorization. Journal of Chemometrics. 2017;31(4). e2855. https://doi.org/10.1002/cem.2855

Author

Rasmussen, Morten Arendt. / Generalized L1 penalized matrix factorization. I: Journal of Chemometrics. 2017 ; Bind 31, Nr. 4.

Bibtex

@article{cd2c8995868c4116bcbe4366edf6ba0f,
title = "Generalized L1 penalized matrix factorization",
abstract = "Traditionally, chemometric models consists of parameters found by solving a least squares criterion. However, these models can suffer from overfitting, as well as being hard to interpret because of the large number of active parameters. This work proposes the use of a generalized L1 norm penalty for constraining models to obey certain structural properties, including parameter sparsity and sparsity on pairwise differences between parameter estimates. The utility of this framework is used to modify principal component analysis, partial least squares, canonical correlation analysis, and multivariate analysis of variance type of models applied to synthetic and chemical data. This work argues that L1 norm penalized models offers parsimony, robustness and predictive performance, and reveals a path for modifying unconstrained chemometric models through convex penalties.",
keywords = "L1 norm, MANOVA, PCA, penalized methods, PLS",
author = "Rasmussen, {Morten Arendt}",
year = "2017",
doi = "10.1002/cem.2855",
language = "English",
volume = "31",
journal = "Journal of Chemometrics",
issn = "0886-9383",
publisher = "Wiley",
number = "4",

}

RIS

TY - JOUR

T1 - Generalized L1 penalized matrix factorization

AU - Rasmussen, Morten Arendt

PY - 2017

Y1 - 2017

N2 - Traditionally, chemometric models consists of parameters found by solving a least squares criterion. However, these models can suffer from overfitting, as well as being hard to interpret because of the large number of active parameters. This work proposes the use of a generalized L1 norm penalty for constraining models to obey certain structural properties, including parameter sparsity and sparsity on pairwise differences between parameter estimates. The utility of this framework is used to modify principal component analysis, partial least squares, canonical correlation analysis, and multivariate analysis of variance type of models applied to synthetic and chemical data. This work argues that L1 norm penalized models offers parsimony, robustness and predictive performance, and reveals a path for modifying unconstrained chemometric models through convex penalties.

AB - Traditionally, chemometric models consists of parameters found by solving a least squares criterion. However, these models can suffer from overfitting, as well as being hard to interpret because of the large number of active parameters. This work proposes the use of a generalized L1 norm penalty for constraining models to obey certain structural properties, including parameter sparsity and sparsity on pairwise differences between parameter estimates. The utility of this framework is used to modify principal component analysis, partial least squares, canonical correlation analysis, and multivariate analysis of variance type of models applied to synthetic and chemical data. This work argues that L1 norm penalized models offers parsimony, robustness and predictive performance, and reveals a path for modifying unconstrained chemometric models through convex penalties.

KW - L1 norm

KW - MANOVA

KW - PCA

KW - penalized methods

KW - PLS

U2 - 10.1002/cem.2855

DO - 10.1002/cem.2855

M3 - Journal article

AN - SCOPUS:85005965361

VL - 31

JO - Journal of Chemometrics

JF - Journal of Chemometrics

SN - 0886-9383

IS - 4

M1 - e2855

ER -

ID: 179433440