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An ordinary differential equation based solution path algorithm
Efron, Hastie, Johnstone and Tibshirani (2004) proposed Least Angle Regression (LAR), a solution path algorithm for the least squares regression. They pointed out that a slight modification of the LAR gives the LASSO (Tibshirani, 1996) solution path. However it is largely unknown how to extend this...
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| Main Author: | |
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| Format: | Artigo |
| Language: | Inglês |
| Published: |
2011
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| Subjects: | |
| Online Access: | https://ncbi.nlm.nih.gov/pmc/articles/PMC3083079/ https://ncbi.nlm.nih.gov/pubmed/21532936 |
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