Adaptive regularization using the entire solution surface

DOI10.1093/biomet/asp038zbMath1170.62036OpenAlexW2164814662WikidataQ37089755 ScholiaQ37089755MaRDI QIDQ3399066

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Publication date: 29 September 2009

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: http://europepmc.org/articles/pmc3741328

zbMATH Keywords

subgradienthomotopyleast squares regressionsupport vector machinelasso\(L_{1}\)-norm\(L_{{\infty}}\)-normvariable grouping and selection

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08)

Related Items (3)

An ordinary differential equation-based solution path algorithm ⋮ Penalized regression combining the \( L_{1}\) norm and a correlation based penalty ⋮ A tutorial on rank-based coefficient estimation for censored data in small- and large-scale problems

Uses Software

• OSCAR

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