A distributed algorithm for Lasso variable selection

MaRDI QIDQ5086973zbMATH OpenFDO

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

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)

Recommendations

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

Cited in

(4)

• Distributed variable selection-MCP regularization
• Model selection with distributed SCAD penalty
• The distributed \({L_{1/2}}\) regularization
• scientific article; zbMATH DE number 7370577 (Why is no real title available?)

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