A Practical Scheme and Fast Algorithm to Tune the Lasso With Optimality Guarantees

zbMath1404.68096arXiv1410.0247MaRDI QIDQ2953663

Michaël Chichignoud, Johannes Lederer, Martin J. Wainwright

Publication date: 5 January 2017

Full work available at URL: https://arxiv.org/abs/1410.0247

zbMATH Keywords

regularization parameteroracle inequalitieshigh-dimensional regressionLassotuning parameter

Mathematics Subject Classification ID

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