Variable Selection
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Summary
It is shown that the elastic net often outperforms the lasso, while enjoying a similar sparsity of representation, and an algorithm called LARS‐EN is proposed for computing elastic net regularization paths efficiently, much like algorithm LARS does for the lasso.
- Published
- 2019-07-31
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- 9,705
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- 565
- Semantic Scholar
- https://api.semanticscholar.org/CorpusID:122419596
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