Physical Sciences and Mathematics Commons^™

Studies Of Group Fused Lasso And Probit Model For Right-Censored Data, Tuan Quoc Do

Theses and Dissertations

This document is composed of three main chapters. In the first chapter, we study the mixture of experts, a powerful machine learning model in which each expert handles a different region of the covariate space. However, it is crucial to choose an appropriate number of experts to avoid overfitting or underfitting. A group fused lasso (GFL) term is added to the model with the goal of making the coefficients of the experts and the gating network closer together. An algorithm to optimize the problem is also developed using block-wise coordinate descent in the dual counterpart. Numerical results on simulated and …