Forward stagewise regression and the monotone lasso

Abstract

Abstract: We consider the least angle regression and forward stagewise algorithms for solving penalized least squares regression problems. In Efron, Hastie, Johnstone & Tibshirani (2004) it is proved that the least angle regression algorithm, with a small modification, solves the lasso regression problem. Here we give an analogous result for incremental… (More)

8 Figures and Tables

Topics

Statistics

01020'07'08'09'10'11'12'13'14'15'16'17'18
Citations per Year

117 Citations

Semantic Scholar estimates that this publication has 117 citations based on the available data.

See our FAQ for additional information.

  • Presentations referencing similar topics