penalized regression

Cooperative Learning for Multiview Analysis

We propose a method for supervised learning with multiple sets of features (“views”). The multiview problem is especially important in biology and medicine, where “-omics” data, such as genomics, proteomics, and radiomics, are measured on a common …

Fast Numerical Optimization for Genome Sequencing Data in Population Biobanks

We develop two efficient solvers for optimization problems arising from large-scale regularized regressions on millions of genetic variants sequenced from hundreds of thousands of individuals. These genetic variants are encoded by the values in the …

Elastic Net Regularization Paths for All Generalized Linear Models