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An algorithm for the estimation of regularization paths of generalized linear models with group LASSO penalty - MaRDI portal

An algorithm for the estimation of regularization paths of generalized linear models with group LASSO penalty (Q5063562)

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scientific article; zbMATH DE number 7494292
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An algorithm for the estimation of regularization paths of generalized linear models with group LASSO penalty
scientific article; zbMATH DE number 7494292

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    An algorithm for the estimation of regularization paths of generalized linear models with group LASSO penalty (English)
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    21 March 2022
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    group Lasso
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    generalized linear models
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    regularization path
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    coordinate descent
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    second-order Taylor approximation
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