Penalized regression combining the \( L_{1}\) norm and a correlation based penalty (Q2253826)
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English | Penalized regression combining the \( L_{1}\) norm and a correlation based penalty |
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Penalized regression combining the \( L_{1}\) norm and a correlation based penalty (English)
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13 February 2015
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variable selection
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regression
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regularization
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elastic-net
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lasso
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correlation based penalty
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