Discussion of ``Best subset, forward stepwise or Lasso? Analysis and recommendations based on extensive comparisons

DOI10.1214/20-STS807MaRDI QIDQ2225316

Rahul Mazumder

Publication date: 8 February 2021

Published in: Statistical Science (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ss/1605603633

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

Sparse regression at scale: branch-and-bound rooted in first-order optimization

Uses Software

• ElemStatLearn
• L0Learn
• L0BnB

Cites Work

• Unnamed Item
• Best subset selection via a modern optimization lens
• A new perspective on boosting in linear regression via subgradient optimization and relatives
• Relaxed Lasso
• Sparse high-dimensional regression: exact scalable algorithms and phase transitions
• Clearance Pricing and Inventory Policies for Retail Chains
• High-Dimensional Statistics
• Scalable Algorithms for the Sparse Ridge Regression
• The Impact of Linear Optimization on Promotion Planning

This page was built for publication: Discussion of ``Best subset, forward stepwise or Lasso? Analysis and recommendations based on extensive comparisons