Abstract:
Poisson regression model, as one of the generalized linear regression models, is widely used in counting data analysis. With the rapid development of computer technology, more and more variables are obtained and stored, resulting in increasingly complex models. In this paper, we consider the sparsity constrained Poisson regression model with
L0 penalty, and apply the Greedy Projected Gradient Newton(GPGN) algorithm to estimate the parameters. The effectiveness of the algorithm is demonstrated through simulation research on the synthetic dataset, and Poisson regression is applied to the modeling analysis of the prediction floors based on WIFI signals. This verify the GPGN algorithm performs well in Poisson regression sparsity constrained optimization.