Least Angle Regression and LASSO for Large Datasets

DOI10.1002/sam.10021OpenAlexW4235037173MaRDI QIDQ4969628

Chris Fraley, T. C. Hesterberg

Publication date: 14 October 2020

Published in: Statistical Analysis and Data Mining: The ASA Data Science Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/sam.10021

zbMATH Keywords

regularizationregressionmassive datasetsLassoscalable\( \mathcal{l} 1\) penaltytall datasets

Mathematics Subject Classification ID

Statistics (62-XX) Computer science (68-XX)

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Cites Work

• Least angle and \(\ell _{1}\) penalized regression: a review
• Least angle regression. (With discussion)
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