🤖 AI Summary
研究通过提出一种基于Fréchet回归的新方法,解决了多标签分类中关键特征选择的问题,该方法简化了问题处理,增强了线性回归能力,准确捕捉预测与结果间的复杂关系,且模型更简洁。
📝 Abstract
Fr'echet regression extends linear regression to model complex responses in metric spaces, making it particularly relevant for multi-label regression, where each instance can have multiple associated labels. However, variable selection within this framework remains underexplored. In this paper, we pro pose a novel variable selection method that employs implicit regularization instead of traditional explicit regularization approaches, which can introduce bias. Our method effectively captures nonlinear interactions between predic tors and responses while promoting model sparsity. We provide theoretical results demonstrating selection consistency and illustrate the performance of our approach through numerical examples