基于两步弹性网惩罚的迁移学习新算法
A Novel Transfer Learning Algorithm Based on Two-Step Elastic Net Penalty
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摘要: 在迁移学习的框架下, 本文利用弹性网惩罚对高维广义线性回归问题进行了进一步研究.为了解决目标高维数据经常面临的数据量不足的难题, 我们借助潜在相关的辅助源数据集来提升估计或预测的准确性.在可迁移源已知的情况下, 本文提出了一种多源域两步弹性网惩罚的迁移学习新算法Trans-DEN.数值模拟表明, 所提出的算法在协变量相关度较高的高维广义线性回归问题中展现出更好的有效性和稳健性.因此, 所提出的算法具有很好的统计性能.Abstract: Under the framework of transfer learning, this paper further investigates high-dimensional generalized linear regression problems using elastic net penalty. To address the common challenge of insuffcient sample size in target high-dimensional datasets, we enhance estimation and prediction accuracy by leveraging potentially related auxiliary source datasets. When transferable sources are known, a novel multi-source two-step transfer learning algorithm named Trans-DEN is proposed. Numerical experiments demonstrate that the proposed algorithm exhibits enhanced effcacy and robustness in high-dimensional generalized linear regression settings with highly correlated covariates. Therefore, the proposed algorithm exhibits excellent statistical performance.
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