Joint Nuclear and $\ell_1$ Regularization for Logistic Matrix Regression with Applications to Brain Imaging
面向脑影像的 logistic 矩阵回归:核范数与 ℓ1 联合正则化
We introduce a new convex optimization framework for logistic scalar-on-matrix regression which incorporates nuclear and $\ell_1$ norm penalties to enforce simultaneously low-rank and sparse structures in the estimated coefficient matrix. The proposed method enables interpretable modeling of high-dimensional matrix-valued predictors in the presence of binary responses. We derive a custom algorithm based on the Alternating Direction Method of Multipliers (ADMM) to efficiently…