Forward stagewise regression and the monotone lasso
نویسندگان
چکیده
منابع مشابه
Forward stagewise regression and the monotone lasso
Abstract: We consider the least angle regression and forward stagewise algorithms for solving penalized least squares regression problems. In Efron, Hastie, Johnstone & Tibshirani (2004) it is proved that the least angle regression algorithm, with a small modification, solves the lasso regression problem. Here we give an analogous result for incremental forward stagewise regression, showing tha...
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ژورنال
عنوان ژورنال: Electronic Journal of Statistics
سال: 2007
ISSN: 1935-7524
DOI: 10.1214/07-ejs004