Least angle and ℓ1 penalized regression: A review
T Hesterberg, NH Choi, L Meier, C Fraley - 2008 - projecteuclid.org
Abstract Least Angle Regression is a promising technique for variable selection
applications, offering a nice alternative to stepwise regression. It provides an explanation for …
applications, offering a nice alternative to stepwise regression. It provides an explanation for …
Accelerated block-coordinate relaxation for regularized optimization
SJ Wright - SIAM Journal on Optimization, 2012 - SIAM
We discuss minimization of a smooth function to which is added a separable regularization
function that induces structure in the solution. A block-coordinate relaxation approach with …
function that induces structure in the solution. A block-coordinate relaxation approach with …
[PDF][PDF] A complex version of the LASSO algorithm and its application to beamforming
JF de Andrade Jr, MLR de Campos… - The 7th International …, 2010 - biblioteca.sbrt.org.br
Least Absolute Shrinkage and Selection Operator (LASSO) is a useful method to achieve
coefficient shrinkage and data selection simultaneously. The central idea behind LASSO is …
coefficient shrinkage and data selection simultaneously. The central idea behind LASSO is …
Sparse maximum margin logistic regression for credit scoring
The objective of credit scoring model is to categorize the applicants as either accepted or
rejected debtors prior to granting credit. A modified logistic loss function is proposed which …
rejected debtors prior to granting credit. A modified logistic loss function is proposed which …
[PDF][PDF] S-PLUS and R package for least angle regression
T Hesterberg, C Fraley - Proceedings of the American Statistical …, 2006 - researchgate.net
Abstract Least Angle Regression is a promising technique for variable selection
applications, offering a nice alternative to stepwise regression. It provides an explanation for …
applications, offering a nice alternative to stepwise regression. It provides an explanation for …
Least Angle Regression
T Hesterberg, C Fraley - Book of Abstracts, 2006 - r-project.org
Least Angle Regression is a promising new technique for variable selection applications,
offering a nice alternative to stepwise regression. It provides an explanation for the similar …
offering a nice alternative to stepwise regression. It provides an explanation for the similar …
[PDF][PDF] Least Angle and L1 Regression: A
T Hesterberg, NH Choi, L Meier, C Fraley - arXiv preprint arXiv:0802.0964, 2008 - Citeseer
Least Angle Regression is a promising technique for variable selection applications, offering
a nice alternative to stepwise regression. It provides an explanation for the similar behavior …
a nice alternative to stepwise regression. It provides an explanation for the similar behavior …