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The lasso penalizes a least squares regression by the sum of the absolute values (L 1-norm) of the coefficients. The form of this penalty encourages sparse solutions (with many coefficients equal to 0). We propose the 'fused lasso', a generalization that is designed for problems with features that can be ordered in some meaningful way. The fused lasso(More)
The standard 2-norm SVM is known for its good performance in two-class classi£cation. In this paper, we consider the 1-norm SVM. We argue that the 1-norm SVM may have some advantage over the standard 2-norm SVM, especially when there are redundant noise features. We also propose an ef£cient algorithm that computes the whole solution path of the 1-norm SVM,(More)
Boosting has been a very successful technique for solving the two-class classification problem. In going from two-class to multi-class classification, most algorithms have been restricted to reducing the multi-class classification problem to multiple two-class problems. In this paper, we develop a new algorithm that directly extends the AdaBoost algorithm(More)
In this paper we study boosting methods from a new perspective. We build on recent work by Efron et al. to show that boosting approximately (and in some cases exactly) minimizes its loss criterion with an l1 constraint on the coefficient vector. This helps understand the success of boosting with early stopping as regularized fitting of the loss criterion.(More)
We consider the least angle regression and forward stagewise algorithms for solving penalized least squares regression problems. In Efron, Hastie, Johnstone & Tibshirani (2004) it is proved that the least angle regression algorithm, with a small modification, solves the lasso regression problem. Here we give an analogous result for incremental forward(More)
We present a statistical analysis of the AUC as an evaluation criterion for classification scoring models. First, we consider significance tests for the difference between AUC scores of two algorithms on the same test set. We derive exact moments under simplifying assumptions and use them to examine approximate practical methods from the literature. We then(More)
The Genographic Project is studying the genetic signatures of ancient human migrations and creating an open-source research database. It allows members of the public to participate in a real-time anthropological genetics study by submitting personal samples for analysis and donating the genetic results to the database. We report our experience from the(More)