\(l_1\) regularized multiplicative iterative path algorithm for non-negative generalized linear models

DOI10.1016/j.csda.2016.03.009zbMath1466.62156OpenAlexW2331184588MaRDI QIDQ1659085

Y. Aharonov

Publication date: 15 August 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2016.03.009

zbMATH Keywords

generalized linear modelsLassoelastic netnon-negativity constraintsregularization path\(l_1\)-norm penalty

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Generalized linear models (logistic models) (62J12)

Related Items (2)

Penalized and constrained LAD estimation in fixed and high dimension ⋮ High-dimensional sign-constrained feature selection and grouping

Uses Software

• rpart
• glmnet
• ElemStatLearn

Cites Work

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