Honest variable selection in linear and logistic regression models via \(\ell _{1}\) and \(\ell _{1}+\ell _{2}\) penalization (Q1951794)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Honest variable selection in linear and logistic regression models via \(\ell _{1}\) and \(\ell _{1}+\ell _{2}\) penalization |
scientific article |
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Honest variable selection in linear and logistic regression models via \(\ell _{1}\) and \(\ell _{1}+\ell _{2}\) penalization (English)
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24 May 2013
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lasso
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elastic net
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\(\ell_1\) and \(\ell_1+\ell_2\) regularization
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penalty
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sparse
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consistent
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variable selection
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regression
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generalized linear models
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logistic regression
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high dimensions
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