Addendum: Regularization and variable selection via the elastic net

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Summary

The piecewise linearity of the lasso solution path was first proved by Osborne et al. (2000), who also described an efficient algorithm for calculating the complete lasso solutions path.

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article
Published
2005-11-01
Cited by
11,036
References
2
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Keywords

Addendum, Elastic net regularization, Regularization (linguistics), Variable (mathematics), Mathematics

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