Least angle regression and LASSO for large datasets

Statistical Analysis and Data Mining

Volumn 1, Issue 4, 2009, Pages 251-259

  Fraley, Chris ^a   Hesterberg, Tim ^a  

^a Insightful Corporation   (United States)

Author keywords

L1 penalty; LASSO; Massive datasets; Regression; Regularization; Scalable; Tall datasets

Indexed keywords

REGRESSION ANALYSIS;

L1 PENALTY; LARGE DATASETS; LASSO; LEAST ANGLE REGRESSIONS; MASSIVE DATA SETS; REGRESSION; REGULARISATION; SCALABLE; TALL DATASET; VARIABLES SELECTIONS;

METADATA;

EID: 62249204357     PISSN: 19321872     EISSN: 19321864     Source Type: Journal    
DOI: 10.1002/sam.10021     Document Type: Article

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