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The Cluster Elastic Net for High-Dimensional Regression With Unknown Variable Grouping
In the high-dimensional regression setting, the elastic net produces a parsimonious model by shrinking all coefficients towards the origin. However, in certain settings, this behavior might not be desirable: if some features are highly correlated with each other and associated with the response, the...
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| Main Authors: | , , |
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| Format: | Artigo |
| Sprog: | Inglês |
| Udgivet: |
2013
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| Fag: | |
| Online adgang: | https://ncbi.nlm.nih.gov/pmc/articles/PMC4011669/ https://ncbi.nlm.nih.gov/pubmed/24817772 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1080/00401706.2013.810174 |
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