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

DOI10.1360/N012013-00101zbMath1499.62254MaRDI QIDQ5063562

Jingyi Ma, Yiwen Liu, Xinlian Zhang, Zhi Su

Publication date: 21 March 2022

Published in: SCIENTIA SINICA Mathematica (Search for Journal in Brave)

zbMATH Keywords

generalized linear modelsgroup Lassocoordinate descentregularization pathsecond-order Taylor approximation

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Generalized linear models (logistic models) (62J12)

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