We propose two procedures that aggregate a data-driven collection of supports. The collection is a subset of the 2^p possible supports.
In linear regression with fixed design, we propose two procedures that aggregate a data-driven collection of supports. The collection is a subset of the ...
May 31, 2016 · Abstract: In linear regression with fixed design, we propose two proce- dures that aggregate a data-driven collection of supports.
Duration: 11:05
Posted: Jul 19, 2016
Posted: Jul 19, 2016
In linear regression with fixed design, we propose two procedures that aggregate a data-driven collection of supports. The collection is a subset of the ...
In linear regression with fixed design, we propose two procedures that aggregate a data-driven collection of supports. The collection is a subset of the 2 p ...
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Compute Lasso path with coordinate descent. The Lasso optimization function varies for mono and multi-outputs.
This paper analyzes this popular strategy, and shows that an approximate path with at most O(1/sqrt(epsilon) linear segments can always be obtained.
Abstract. The regularization path of the Lasso can be shown to be piecewise linear, making it pos- sible to “follow” and explicitly compute the entire path.