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Strong rules for discarding predictors in lasso-type problems

We consider rules for discarding predictors in lasso regression and related problems, for computational efficiency. El Ghaoui and his colleagues have propose ‘SAFE’ rules, based on univariate inner products between each predictor and the outcome, which guarantee that a coefficient will be 0 in the s...

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Detalhes bibliográficos
Publicado no:J R Stat Soc Series B Stat Methodol
Main Authors: Tibshirani, Robert, Bien, Jacob, Friedman, Jerome, Hastie, Trevor, Simon, Noah, Taylor, Jonathan, Tibshirani, Ryan J.
Formato: Artigo
Idioma:Inglês
Publicado em: 2012
Assuntos:
Acesso em linha:https://ncbi.nlm.nih.gov/pmc/articles/PMC4262615/
https://ncbi.nlm.nih.gov/pubmed/25506256
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1111/j.1467-9868.2011.01004.x
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