Online Homotopy Algorithm for a Generalization of the LASSO

DOI10.1109/TAC.2013.2259373zbMath1369.93726MaRDI QIDQ5353438

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Publication date: 8 September 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Least squares and related methods for stochastic control systems (93E24)

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Learning and estimation applications of an online homotopy algorithm for a generalization of the LASSO

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