Lasso and equivalent quadratic penalized models


The least absolute shrinkage and selection operator (lasso) and ridge regression produce usually different estimates although input, loss function and parameterization of the penalty are identical. In this paper we look for ridge and lasso models with identical solution set. It turns out, that the lasso model with shrink vector λ and a quadratic penalized… (More)


2 Figures and Tables

Blog articles referencing this paper

Slides referencing similar topics