Minimum Description Length Principle in Supervised Learning With Application to Lasso

DOI10.1109/TIT.2020.2998577zbMath1446.62206arXiv1607.02914OpenAlexW3028887153MaRDI QIDQ5124428

Masanori Kawakita, Jun'ichi Takeuchi

Publication date: 29 September 2020

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1607.02914

zbMATH Keywords

Barron-Cover theory (BC theory)

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Measures of information, entropy (94A17)

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