smoothedLasso

swMATH41506CRANsmoothedLassoMaRDI QIDQ1353652

A Framework to Smooth L1 Penalized Regression Operators using Nesterov Smoothing

Georg Hahn

Last update: 21 March 2021

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 1.6

Source code repository: https://github.com/cran/smoothedLasso

Cites work

• Smooth minimization of non-smooth functions
• A framework to efficiently smooth L1 penalties for linear regression

Described by source

• A fast and efficient smoothing approach to Lasso regression and an application in statistical genetics: polygenic risk scores for chronic obstructive pulmonary disease (COPD)

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