Variable Inclusion and Shrinkage Algorithms
- 1 September 2008
- journal article
- Published by Taylor & Francis in Journal of the American Statistical Association
- Vol. 103 (483) , 1304-1315
- https://doi.org/10.1198/016214508000000481
Abstract
The Lasso is a popular and computationally efficient procedure for automatically performing both variable selection and coefficient shrinkage on linear regression models. One limitation of the Lass...Keywords
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