Piecewise linear regularized solution paths
Work
Year: 2007
Type: article
Abstract: We consider the generic regularized optimization problem β̂(λ)=arg minβ L(y, Xβ)+λJ(β). Efron, Hastie, Johnstone and Tibshirani [Ann. Statist. 32 (2004) 407–499] have shown that for the LASSO—that is,... more
Source: The Annals of Statistics
Authors Saharon Rosset, Ji Zhu
Institution IBM (United States)
Cites: 31
Cited by: 441
Related to: 10
FWCI: 42.95
Citation percentile (by year/subfield): 97.29
Subfield: Computational Mechanics
Field: Engineering
Domain: Physical Sciences
Open Access status: bronze