7,754 research outputs found
Sparse Regression with Multi-type Regularized Feature Modeling
Within the statistical and machine learning literature, regularization
techniques are often used to construct sparse (predictive) models. Most
regularization strategies only work for data where all predictors are treated
identically, such as Lasso regression for (continuous) predictors treated as
linear effects. However, many predictive problems involve different types of
predictors and require a tailored regularization term. We propose a multi-type
Lasso penalty that acts on the objective function as a sum of subpenalties, one
for each type of predictor. As such, we allow for predictor selection and level
fusion within a predictor in a data-driven way, simultaneous with the parameter
estimation process. We develop a new estimation strategy for convex predictive
models with this multi-type penalty. Using the theory of proximal operators,
our estimation procedure is computationally efficient, partitioning the overall
optimization problem into easier to solve subproblems, specific for each
predictor type and its associated penalty. Earlier research applies
approximations to non-differentiable penalties to solve the optimization
problem. The proposed SMuRF algorithm removes the need for approximations and
achieves a higher accuracy and computational efficiency. This is demonstrated
with an extensive simulation study and the analysis of a case-study on
insurance pricing analytics
Biologically-based radiation therapy planning and adjustable robust optimization
Radiation therapy is one of the main treatment modalities for various different cancer types. One of the core components of personalized treatment planning is the inclusion of patient-specific biological information in the treatment planning process. Using biological response models, treatment parameters such as the treatment length and dose distribution can be tailored, and mid treatment biomarker information can be used to adapt the treatment during its course. These additional degrees of freedom in treatment planning lead to new mathematical optimization problems. This thesis studies various optimization aspects of biologically-based treatment planning, and focuses on the influence of uncertainty. Adjustable robust optimization is the main technique used to study these problems, and is also studied independently of radiation therapy applications
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