A gradient descent algorithm for LASSO

MaRDI QIDQ5447531zbMATH OpenFDO

Authors Yongdai Kim, Yuwon Kim, Jinseog Kim

Publication date 20 March 2008

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of mathematical programming (90C90)

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Cited in

(6)

• Multiclass sparse logistic regression for classification of multiple cancer types using gene expression data
• LASSO
• A hybrid quasi-Newton projected-gradient method with application to lasso and basis-pursuit denoising
• Coordinate descent algorithms for lasso penalized regression
• Coordinate descent algorithm for covariance graphical Lasso
• Least angle and \(\ell _{1}\) penalized regression: a review

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Uses Software

• UCI

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