Adaptive regularization for Lasso models in the context of nonstationary data streams

DOI10.1002/SAM.11390OpenAlexW2773670126WikidataQ129560730 ScholiaQ129560730MaRDI QIDQ4970431

Giovanni Montana, Ricardo Pio Monti, Christoforos Anagnostopoulos

Publication date: 14 October 2020

Published in: Statistical Analysis and Data Mining: The ASA Data Science Journal (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1610.09127

zbMATH Keywords

adaptive filteringtime-varying sparsity\(\ell\) regularizationnonstationary data streams

Mathematics Subject Classification ID

Statistics (62-XX) Computer science (68-XX)

Related Items (1)

LASSO for streaming data with adaptative filtering

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