Pathwise coordinate optimization

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DOI10.1214/07-AOAS131zbMath1378.90064arXiv0708.1485MaRDI QIDQ2466463

Holger Höfling, Robert Tibshirani, Jerome H. Friedman, Trevor Hastie

Publication date: 15 January 2008

Published in: The Annals of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0708.1485

zbMATH Keywords

convex optimization lasso coordinate descent

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Convex programming (90C25)

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