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A Generic Path Algorithm for Regularized Statistical Estimation
Regularization is widely used in statistics and machine learning to prevent overfitting and gear solution towards prior information. In general, a regularized estimation problem minimizes the sum of a loss function and a penalty term. The penalty term is usually weighted by a tuning parameter and en...
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| Main Authors: | , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
2013
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| Assuntos: | |
| Acesso em linha: | https://ncbi.nlm.nih.gov/pmc/articles/PMC4167778/ https://ncbi.nlm.nih.gov/pubmed/25242834 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1080/01621459.2013.864166 |
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