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Piecewise linear regularized solution paths, (2007)
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by
Saharon Rosset
,
Ji Zhu
| Venue: | The Annals of Statistics, |
| Citations: | 138 - 9 self |
BibTeX
@ARTICLE{Rosset07piecewiselinear,
author = {Saharon Rosset and Ji Zhu},
title = {Piecewise linear regularized solution paths,},
journal = {The Annals of Statistics,},
year = {2007},
pages = {1012--1030}
}
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Abstract
Abstract We consider the generic regularized optimization problemβ(λ) = arg min β L(y, Xβ) + λJ(β). Recently,
