Model Selection With Lasso-Zero: Adding Straw to the Haystack to Better Find Needles
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Publication:5066436
DOI10.1080/10618600.2020.1869026OpenAlexW3125572213MaRDI QIDQ5066436
Pascaline Descloux, Sylvain Sardy
Publication date: 29 March 2022
Published in: Journal of Computational and Graphical Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1805.05133
Related Items (3)
Aggregated hold out for sparse linear regression with a robust loss function ⋮ A Critical Review of LASSO and Its Derivatives for Variable Selection Under Dependence Among Covariates ⋮ A phase transition for finding needles in nonlinear haystacks with LASSO artificial neural networks
Uses Software
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