Hybrid sparse regression algorithm

DOI: 10.21293/1818-0442-2025-28-1-86-92

Download article in PDF format

JATS xml

Abstract: A hybrid algorithm to construct sparse regression is proposed. The proposed algorithm was tested using real and synthetic data. The experimental results demonstrate the applicability of the proposed algorithm to the tasks under consideration and show its efficiency compared to known methods.

Keywords: sparse regression, Lasso, feature selection, inverse problem

Funding: This study was supported by the Russian Science Foundation (project No. 25-21-00123).

For citation:
Gribanova E. B., Gerasimov R. S. Hybrid sparse regression algorithm. Doklady Tomskogo gosudarstvennogo universiteta sistem upravleniya i radioelektroniki, 2025, vol. 28, no. 1, pp. 86–92. DOI: 10.21293/1818-0442-2025-28-1-86-92

Authors and copyright holders:

  • Gribanova E. B. , Tomsk State University of Control Systems and Radioelectronics (Tomsk, Russia)
  • Gerasimov R. S. , Tomsk State University of Control Systems and Radioelectronics (Tomsk, Russia)

  • 1. Mobin A.-K., Reza R., Mahdi E.-T., Armaghan K.-M. Economic modeling of mechanized and semi-mechanized rainfed wheat production systems using multiple linear regression model. Information Processing in Agriculture, 2020, vol. 7, no. 1, pp. 30–40.
  • 2. Kehan H., Zhifu M., D’Maris C., Dabo G. Using a linear regression approach to sequential interindustry model for time-lagged economic impact analysis. Structural Change and Economic Dynamics, 2022, vol. 62, pp. 399–406.
  • 3. McCulloch J.A., St. Pierre S.R., Linka K., Kuhl E. On sparse regression, Lp‐regularization, and automated model discovery. International Journal for Numerical Methods in Engineering, 2024, vol. 125, no. 14, р. e7481.
  • 4. Upendra S., Abbaiah R., Balasiddamuni P. Multicollinearity in Multiple Linear Regression: Detection, Consequences, and Remedies. International Journal for Research in Applied Science and Engineering Technology, 2023, vol. 11, no. 9, IJRASET55786.
  • 5. Ojo O.O., Adepoju A.A. Bayesian analysis of macroeconomic variables on national savings. Communications in Statistics: Case Studies, Data Analysis and Applications, 2021, vol. 7, no. 3, pp. 432–441.
  • 6. Vukovic D.B., Spitsina L., Gribanova E., Spitsin V., Lyzin I. Predicting the performance of retail market firms: regression and machine learning methods. Mathematics, 2023, vol. 11, no. 8, р. 1916.
  • 7. Terui N., Li Y. Measuring large-scale market responses from aggregated sales: regression model for high-dimensional sparse data. Research Papers in Economics, 2019, vol. 38, no. 5, pp. 440–458.
  • 8. Islamiyati A., Sahriman S., Oktoni S. Studi longitudinal pada analisis data gula darah pasien diabetes melalui principal component analysis. Jambura Journal of Mathematics, 2022, vol. 4, no. 1, pp. 41–49.
  • 9. Phan T.-T.-H., Nguyen L.H.B. Enhancing rice seed purity recognition accuracy based on optimal feature selection. Ecological Informatics, 2025, vol. 86, р. 103044.
  • 10. Yokochi C., Bispo R., Ricardo F., Calado R. Regularization methods for high-dimensional data as a tool for seafood traceability. Journal of Statistical Theory and Practice, 2023, vol. 17, no. 3, р. 44.
  • 11. Roozbeh M., Arashi M., Hamzah N.A. Generalized cross-validation for simultaneous optimization of tuning parameters in ridge regression. Iranian Journal of Science and Technology, Transactions A: Science, 2020, vol. 44, pp. 473–485.
  • 12. Tibshirani R. Regression shrinkage and selection via the lasso. Journal of the Royal Statistical Society, Series B, 1996, vol. 58, pp. 267–288.
  • 13. Gribanova E. Elaboration of an algorithm for solving hierarchical inverse problems in applied economics. Mathematics, 2022, vol. 10, no. 15, p. 2779.
  • 14. Gribanova E. Algorithm for solving the inverse problems of economic analysis in the presence of limitations. EUREKA: Physics and Engineering, 2020, no. 1, pp. 70–78.
  • 15. Gribanova E.B. [Methods for solving inverse problems of economic analysis by minimizing argument increments]. Proceedings of TUSUR University, 2018, vol. 21, no. 2, pp. 95–99 (in Russ.).
  • 16. Belsley D.A. Conditioning diagnostics: Collinearity and weak data in regression. New York, John Wiley & Sons, 1991, 396 p.
  • 17. UC Irvine Machine Learning Repository. Auto MPG. Available at: https://archive.ics.uci.edu/dataset/9/auto+mpg (Accessed: February 24, 2025).
  • 18. Katrutsa A.M., Strijov V.V. Stress test procedure for feature selection algorithms. Chemometrics and Intelligent Laboratory Systems, 2015, vol. 142, pp. 172–183.
  • 19. Katrutsa A., Strijov V. Comprehensive study of feature selection methods to solve multicollinearity problem according to evaluation criteria. Expert Systems with Applications, 2017, vol. 76, pp. 1–11.
  • 20. Gribanova E.B. [An algorithm for selecting linear regression features to solve the multicollinearity problem]. Artificial Intelligence and Decision Making, 2025, no. 1, pp. 95–104 (in Russ.).
  • 21. UC Irvine Machine Learning Repository. Community and crime. Available at: https://archive.ics.uci.edu/dataset/183/communities+and+crime (Accessed: April 08, 2025).
Editorial office address

Executive Secretary of the Editor’s Office

 Editor’s Office: 40 Lenina Prospect, Tomsk, 634050, Russia

  Phone / Fax: + 7 (3822) 701-582

  journal@tusur.ru

 

Viktor N. Maslennikov

Executive Secretary of the Editor’s Office

 Editor’s Office: 40 Lenina Prospect, Tomsk, 634050, Russia

  Phone / Fax: + 7 (3822) 51-21-21 / 51-43-02

Subscription for updates