Binary Linear Classification and Feature Selection via Generalized Approximate Message Passing

@article{Ziniel2014BinaryLC,
  title={Binary Linear Classification and Feature Selection via Generalized Approximate Message Passing},
  author={Justin Ziniel and P. Schniter and P. Sederberg},
  journal={IEEE Transactions on Signal Processing},
  year={2014},
  volume={63},
  pages={2020-2032}
}
  • Justin Ziniel, P. Schniter, P. Sederberg
  • Published 2014
  • Computer Science, Mathematics
  • IEEE Transactions on Signal Processing
  • For the problem of binary linear classification and feature selection, we propose algorithmic approaches to classifier design based on the generalized approximate message passing (GAMP) algorithm, recently proposed in the context of compressive sensing. We are particularly motivated by problems where the number of features greatly exceeds the number of training examples, but where only a few features suffice for accurate classification. We show that sum-product GAMP can be used to… CONTINUE READING
    16 Citations
    Sparse Multinomial Logistic Regression via Approximate Message Passing
    • 8
    • PDF
    Learning and free energies for vector approximate message passing
    • A. Fletcher, Philip Schniter
    • Computer Science, Mathematics
    • 2017 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP)
    • 2017
    • 15
    • PDF
    Online Classification via Self-Organizing Space Partitioning
    • 10
    • PDF
    Approximate message passing-based compressed sensing reconstruction with generalized elastic net prior
    • X. Wang, J. Liang
    • Computer Science, Mathematics
    • Signal Process. Image Commun.
    • 2015
    • 9
    • PDF
    Inference for Generalized Linear Models via Alternating Directions and Bethe Free Energy Minimization
    • 30
    • PDF
    Hybrid Approximate Message Passing
    • 40
    • PDF
    Optimal errors and phase transitions in high-dimensional generalized linear models
    • 84
    • PDF
    Sparse inference using approximate message passing
    • 7
    • PDF

    References

    SHOWING 1-10 OF 101 REFERENCES
    Probabilistic Classification Vector Machines
    • 90
    • PDF
    An Empirical-Bayes Approach to Recovering Linearly Constrained Non-Negative Sparse Signals
    • 26
    • PDF
    Expectation-Maximization Gaussian-Mixture Approximate Message Passing
    • 149
    • PDF
    Approximate Message Passing With Consistent Parameter Estimation and Applications to Sparse Learning
    • 85
    • PDF
    Message-Passing De-Quantization With Applications to Compressed Sensing
    • 104
    • PDF
    Generalized approximate message passing for estimation with random linear mixing
    • S. Rangan
    • Computer Science, Mathematics
    • 2011 IEEE International Symposium on Information Theory Proceedings
    • 2011
    • 709
    • PDF
    Robust 1-bit Compressed Sensing and Sparse Logistic Regression: A Convex Programming Approach
    • 365
    • PDF
    Compressive Phase Retrieval via Generalized Approximate Message Passing
    • 123
    • PDF
    Fixed Points of Generalized Approximate Message Passing With Arbitrary Matrices
    • 68
    • PDF