A distributed algorithm for Lasso variable selection

zbMATH Open1499.62043MaRDI QIDQ5086973FDOQ5086973

Authors: Wei-Jia Zeng, Riquan Zhang 

Publication date: 8 July 2022

Full work available at URL: http://aps.ecnu.edu.cn/EN/abstract/abstract9448.shtml

Recommendations

• The distributed \({L_{1/2}}\) regularization
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• Distributed variable selection-MCP regularization
• Communication-efficient sparse regression
• A component Lasso

zbMATH Keywords

Lassovariable selectionlinear modeldistributed algorithm

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cited In (4)

• Distributed variable selection-MCP regularization
• Model selection with distributed SCAD penalty
• The distributed \({L_{1/2}}\) regularization
• Title not available (Why is that?)

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