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  • Search: subject:"Bridge-regression"
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Bridge-regression 1 Classification 1 Elastic net 1 Lasso 1 Regression 1 Regularization 1 Sparsity 1 Variable selection 1 lp-norm penalization 1
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Friedman, Jerome H. 1
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International Journal of Forecasting 1
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Fast sparse regression and classification
Friedman, Jerome H. - In: International Journal of Forecasting 28 (2012) 3, pp. 722-738
Many present day applications of statistical learning involve large numbers of predictor variables. Often, that number is much larger than the number of cases or observations available for training the learning algorithm. In such situations, traditional methods fail. Recently, new techniques...
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