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STANDARDIZATION AND THE GROUP LASSO PENALTY
We re-examine the original Group Lasso paper of Yuan and Lin (2007). The form of penalty in that paper seems to be designed for problems with uncorrelated features, but the statistical community has adopted it for general problems with correlated features. We show that for this general situation, a...
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| Publicado en: | Stat Sin |
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| Autores principales: | , |
| Formato: | Artigo |
| Lenguaje: | Inglês |
| Publicado: |
2012
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| Materias: | |
| Acceso en línea: | https://ncbi.nlm.nih.gov/pmc/articles/PMC4527185/ https://ncbi.nlm.nih.gov/pubmed/26257503 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.5705/ss.2011.075 |
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