publication . Other literature type . Article . Preprint . 2008

Coordinate descent algorithms for lasso penalized regression

Wu, Tong Tong; Lange, Kenneth;
Open Access English
  • Published: 01 Mar 2008
  • Publisher: The Institute of Mathematical Statistics
Abstract
Comment: Published in at http://dx.doi.org/10.1214/07-AOAS147 the Annals of Applied Statistics (http://www.imstat.org/aoas/) by the Institute of Mathematical Statistics (http://www.imstat.org)
Subjects
arXiv: Statistics::Machine LearningStatistics::MethodologyStatistics::TheoryStatistics::Computation
ACM Computing Classification System: ComputingMethodologies_PATTERNRECOGNITION
free text keywords: Model selection, Edgeworth’s algorithm, cyclic, greedy, consistency, convergence, Statistics - Applications, Statistics, Cross-validation, Coordinate descent, Linear regression, Greedy algorithm, Lasso (statistics), Mathematics, Econometrics, Regression analysis, Algorithm, Elastic net regularization, Penalty method
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