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Fused Lasso Additive Model

We consider the problem of predicting an outcome variable using p covariates that are measured on n independent observations, in a setting in which additive, flexible, and interpretable fits are desired. We propose the fused lasso additive model (FLAM), in which each additive function is estimated t...

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Detalhes bibliográficos
Publicado no:J Comput Graph Stat
Main Authors: Petersen, Ashley, Witten, Daniela, Simon, Noah
Formato: Artigo
Idioma:Inglês
Publicado em: 2016
Assuntos:
Acesso em linha:https://ncbi.nlm.nih.gov/pmc/articles/PMC5321231/
https://ncbi.nlm.nih.gov/pubmed/28239246
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1080/10618600.2015.1073155
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