{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/sparse-reduced-rank-regression-for","title":"Sparse Reduced-Rank Regression for Simultaneous Rank and Variable Selection via Manifold Optimization","arxiv_id":"1910.05083","date":"2019-10-11","proceeding":null,"authors":["Kohei Yoshikawa","Shuichi. Kawano"],"abstract":"We consider the problem of constructing a reduced-rank regression model whose coefficient parameter is represented as a singular value decomposition with sparse singular vectors. The traditional estimation procedure for the coefficient parameter often fails when the true rank of the parameter is high. To overcome this issue, we develop an estimation algorithm with rank and variable selection via sparse regularization and manifold optimization, which enables us to obtain an accurate estimation of the coefficient parameter even if the true rank of the coefficient parameter is high. Using sparse regularization, we can also select an optimal value of the rank. We conduct Monte Carlo experiments and real data analysis to illustrate the effectiveness of our proposed method.","url_abs":"https://arxiv.org/abs/1910.05083v2","url_pdf":"https://arxiv.org/pdf/1910.05083v2.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"abstracts"},"code_links":[{"paper_slug":"sparse-reduced-rank-regression-for","repo_url":"https://github.com/yoshikawa-kohei/RVSManOpt","is_official":1,"mentioned_in_paper":1,"mentioned_in_github":0,"framework":"none","reach":null}],"tasks":[{"task_slug":"variable-selection","task_name":"Variable Selection"},{"task_slug":"regression-1","task_name":"regression"}],"methods":[],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"atlas_url":null,"mcp":null,"developers":"https://syntology.ai/developers"},"arxiv_metadata":null,"syntology_extracted_results":null}