Variable Selection of Lasso and Large Model
نویسندگان
چکیده
In order to clarify the variable selection of Lasso, Lasso is compared with two other methods AIC and stagewise forward. First, that AIC, it discovered has a wider application range than AIC. The data simulation shows under orthonormal design consistent can be solved by using algorithm stepwise selection, removed variables appear again nonorthonormal design, isn’t We continue compare between forward stagewise. Based on analysis these research, pointed out complexity. infinite number parameters enable matrix achieve orthonormalization, so solution found this may reason for success large model represented ChatGPT.
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ژورنال
عنوان ژورنال: IEEE Access
سال: 2023
ISSN: ['2169-3536']
DOI: https://doi.org/10.1109/access.2023.3312015