Fast sparse regression and classification

International Journal of Forecasting

Volumn 28, Issue 3, 2012, Pages 722-738

  Friedman, Jerome H ^a  

^a STANFORD UNIVERSITY   (United States)

Author keywords

Bridge regression; Classification; Elastic net; L p norm penalization; Lasso; Regression; Regularization; Sparsity; Variable selection

Indexed keywords

EID: 84862556734     PISSN: 01692070     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ijforecast.2012.05.001     Document Type: Article

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